+337.5%
AMD vs STLA
-62.4%
+399.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.1% |
| 7D | +2.6% | +2.6% | 0.0% | +1.4% |
| 30D | -0.9% | -1.2% | +0.3% | -0.9% |
| 3M | -8.7% | -24.8% | +16.0% | +3.6% |
| 6M | +136.3% | -25.6% | +161.9% | +168.0% |
| YTD | +123.0% | -48.9% | +171.9% | +191.5% |
| 1Y | +195.2% | -38.8% | +233.9% | +241.6% |
| 3Y | +336.3% | -64.5% | +400.9% | +526.6% |
| All | +337.5% | -62.4% | +399.9% | +450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling