+301.8%
AMD vs STZ
-37.2%
+339.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.0% |
| 7D | -11.0% | +4.9% | -16.0% | -11.0% |
| 30D | -30.5% | +20.9% | -51.3% | -30.8% |
| 3M | -8.2% | +8.0% | -16.2% | -7.9% |
| 6M | +6.6% | -5.3% | +11.9% | +8.8% |
| YTD | +109.7% | +5.9% | +103.7% | +106.4% |
| 1Y | +88.9% | +14.2% | +74.7% | +82.4% |
| 3Y | +301.8% | -37.0% | +338.8% | +324.1% |
| All | +301.8% | -37.2% | +339.0% | +324.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling