+337.5%
AMD vs STZ
-33.3%
+370.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | +2.6% | -1.9% | +4.5% | +3.2% |
| 30D | -0.9% | -1.9% | +1.0% | -0.5% |
| 3M | -8.7% | -6.2% | -2.5% | -7.5% |
| 6M | +136.3% | -14.0% | +150.3% | +145.7% |
| YTD | +123.0% | -5.1% | +128.1% | +118.9% |
| 1Y | +195.2% | -9.6% | +204.7% | +194.3% |
| 3Y | +336.3% | -47.2% | +383.6% | +453.2% |
| All | +337.5% | -33.3% | +370.8% | +411.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling