+195.2%
AMD vs STZ
-10.2%
+205.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.6% |
| 7D | +2.6% | -1.9% | +4.5% | +2.2% |
| 30D | -0.9% | -1.9% | +1.0% | -1.1% |
| 3M | -8.7% | -6.2% | -2.5% | -9.1% |
| 6M | +136.3% | -14.0% | +150.3% | +131.9% |
| YTD | +123.0% | -5.1% | +128.1% | +121.0% |
| 1Y | +195.2% | -9.6% | +204.7% | +186.9% |
| All | +195.2% | -10.2% | +205.4% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling