+8,164.6%
AMD vs STZ
+12.8%
+8,151.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.6% |
| 7D | +13.1% | -0.9% | +14.1% | +13.5% |
| 30D | -7.0% | +14.9% | -21.9% | -12.1% |
| 3M | +16.6% | +8.4% | +8.1% | +11.8% |
| 6M | +20.5% | +2.8% | +17.7% | +17.1% |
| YTD | +158.2% | +7.5% | +150.6% | +141.3% |
| 1Y | +132.8% | +12.5% | +120.2% | +112.6% |
| 3Y | +366.2% | -35.4% | +401.6% | +430.6% |
| 5Y | +278.7% | -29.3% | +308.0% | +314.2% |
| 10Y | +8,164.6% | +11.8% | +8,152.8% | +8,319.0% |
| All | +8,164.6% | +12.8% | +8,151.8% | +8,319.0% |
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