+13.8%
AMD vs STLA
-37.8%
+51.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.5% | -12.7% | -15.4% |
| 7D | -28.6% | -5.5% | -23.1% | -26.8% |
| 30D | -37.7% | -3.7% | -34.0% | -36.5% |
| 3M | -16.1% | -21.1% | +5.0% | -4.0% |
| 6M | +13.8% | -38.3% | +52.2% | +75.2% |
| All | +13.8% | -37.8% | +51.6% | +75.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling