+126.1%
AMD vs STZ
+12.7%
+113.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +6.0% |
| 7D | +44.7% | 0.0% | +44.7% | +44.6% |
| 30D | -3.3% | +14.7% | -18.1% | +2.0% |
| 3M | +21.2% | +8.8% | +12.4% | +27.6% |
| 6M | +30.6% | +3.1% | +27.5% | +37.6% |
| YTD | +173.3% | +7.9% | +165.4% | +173.3% |
| 1Y | +126.1% | +14.2% | +111.9% | +124.5% |
| All | +126.1% | +12.7% | +113.4% | +124.5% |
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 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