-98.7%
AMC vs STZ
+12.8%
-111.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | +14.0% | +14.9% | -0.9% | +7.4% |
| 3M | +42.5% | +8.4% | +34.1% | +37.1% |
| 6M | +142.6% | +2.8% | +139.7% | +138.0% |
| YTD | +119.2% | +7.5% | +111.7% | +108.7% |
| 1Y | +40.7% | +12.5% | +28.2% | +31.1% |
| 3Y | -57.3% | -35.4% | -21.9% | -50.6% |
| 5Y | -99.1% | -29.3% | -69.8% | -99.1% |
| 10Y | -98.7% | +11.8% | -110.5% | -98.9% |
| All | -98.7% | +12.8% | -111.5% | -98.9% |
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 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