+4,393.3%
AMD vs STZ
+10,950.7%
-6,557.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.6% | -17.1% |
| 7D | -28.6% | +11.8% | -40.4% | -31.1% |
| 30D | -37.7% | +26.0% | -63.7% | -42.3% |
| 3M | -16.1% | +11.5% | -27.6% | -19.7% |
| 6M | +13.8% | -2.0% | +15.8% | +12.5% |
| YTD | +88.8% | +7.9% | +81.0% | +79.3% |
| 1Y | +57.8% | +13.9% | +43.8% | +47.1% |
| 3Y | +260.3% | -35.8% | +296.1% | +293.3% |
| 5Y | +196.6% | -28.4% | +225.0% | +214.4% |
| 10Y | +6,064.6% | +7.1% | +6,057.6% | +5,567.4% |
| All | +4,393.3% | +10,950.7% | -6,557.3% | +1,254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling