+196.6%
AMD vs STZ
-27.7%
+224.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.6% | -17.1% |
| 7D | -28.6% | +11.8% | -40.4% | -30.4% |
| 30D | -37.7% | +26.0% | -63.7% | -41.5% |
| 3M | -16.1% | +11.5% | -27.6% | -18.8% |
| 6M | +13.8% | -2.0% | +15.8% | +14.4% |
| YTD | +88.8% | +7.9% | +81.0% | +78.6% |
| 1Y | +57.8% | +13.9% | +43.8% | +45.2% |
| 3Y | +260.3% | -35.8% | +296.1% | +320.5% |
| 5Y | +196.6% | -28.4% | +225.0% | +243.3% |
| All | +196.6% | -27.7% | +224.4% | +243.3% |
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