+199.0%
AMD vs STZ
-29.7%
+228.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.4% |
| 7D | -11.0% | +4.9% | -16.0% | -12.0% |
| 30D | -30.5% | +20.9% | -51.3% | -34.1% |
| 3M | -8.2% | +8.0% | -16.2% | -10.5% |
| 6M | +6.6% | -5.3% | +11.9% | +8.0% |
| YTD | +109.7% | +5.9% | +103.7% | +98.9% |
| 1Y | +88.9% | +14.2% | +74.7% | +72.6% |
| 3Y | +301.8% | -37.0% | +338.8% | +370.6% |
| All | +199.0% | -29.7% | +228.7% | +234.7% |
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