+40.2%
AMC vs STZ
+14.7%
+25.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.3% | +2.0% | +6.2% |
| 7D | +17.7% | +13.0% | +4.7% | +15.0% |
| 30D | +26.2% | +29.4% | -3.3% | +19.3% |
| 3M | +31.3% | +11.6% | +19.8% | +28.7% |
| 6M | +142.8% | -0.2% | +143.0% | +143.0% |
| YTD | +125.6% | +8.6% | +117.1% | +121.2% |
| 1Y | +40.2% | +15.9% | +24.3% | +37.9% |
| All | +40.2% | +14.7% | +25.5% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling