-71.9%
AMC vs STZ
-36.0%
-35.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -12.4% |
| 7D | 0.0% | +11.8% | -11.8% | -2.3% |
| 30D | +4.4% | +26.0% | -21.6% | -1.0% |
| 3M | +15.4% | +11.5% | +3.8% | +12.5% |
| 6M | +93.7% | -2.0% | +95.7% | +94.1% |
| YTD | +97.4% | +7.9% | +89.6% | +93.0% |
| 1Y | +23.2% | +13.9% | +9.3% | +19.0% |
| All | -71.9% | -36.0% | -35.8% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling