+88.9%
AMD vs STZ
+13.3%
+75.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +10.3% |
| 7D | -11.0% | +4.9% | -16.0% | -9.1% |
| 30D | -30.5% | +20.9% | -51.3% | -25.5% |
| 3M | -8.2% | +8.0% | -16.2% | -3.6% |
| 6M | +6.6% | -5.3% | +11.9% | +10.7% |
| YTD | +109.7% | +5.9% | +103.7% | +112.6% |
| 1Y | +88.9% | +14.2% | +74.7% | +101.6% |
| All | +88.9% | +13.3% | +75.6% | +101.6% |
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