+7,765.4%
AMD vs STZ
+13.4%
+7,752.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.5% | -9.0% |
| 7D | +18.9% | +2.6% | +16.4% | +18.0% |
| 30D | -6.4% | +15.2% | -21.6% | -11.7% |
| 3M | +10.6% | +7.6% | +2.9% | +6.4% |
| 6M | +19.9% | +5.3% | +14.6% | +15.4% |
| YTD | +149.4% | +8.6% | +140.7% | +132.2% |
| 1Y | +115.4% | +15.6% | +99.8% | +94.6% |
| 3Y | +357.3% | -35.2% | +392.4% | +420.4% |
| 5Y | +261.1% | -29.1% | +290.2% | +294.9% |
| All | +7,765.4% | +13.4% | +7,752.0% | +7,641.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling