+115.4%
AMD vs STZ
+15.6%
+99.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.5% | -8.5% |
| 7D | +18.9% | +2.6% | +16.4% | +20.0% |
| 30D | -6.4% | +15.2% | -21.6% | -1.0% |
| 3M | +10.6% | +7.6% | +2.9% | +16.4% |
| 6M | +19.9% | +5.3% | +14.6% | +27.0% |
| YTD | +149.4% | +8.6% | +140.7% | +151.1% |
| 1Y | +115.4% | +15.6% | +99.8% | +111.1% |
| All | +115.4% | +15.6% | +99.8% | +111.1% |
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