-98.7%
AMC vs STZ
+11.6%
-110.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.5% | +5.3% | +0.1% | +3.4% |
| 30D | +16.1% | +19.6% | -3.5% | +7.6% |
| 3M | +43.0% | +10.0% | +33.0% | +36.8% |
| 6M | +130.7% | -0.3% | +130.9% | +129.4% |
| YTD | +121.8% | +8.6% | +113.2% | +110.3% |
| 1Y | +40.7% | +16.6% | +24.1% | +28.9% |
| 3Y | -56.8% | -34.8% | -22.0% | -50.3% |
| 5Y | -99.1% | -27.8% | -71.3% | -99.0% |
| 10Y | -98.7% | +12.5% | -111.2% | -98.8% |
| All | -98.7% | +11.6% | -110.2% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling