-58.9%
AMC vs STZ
-34.9%
-24.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +3.5% | +2.6% | +0.9% | +2.9% |
| 30D | +12.5% | +15.2% | -2.7% | +9.0% |
| 3M | +23.6% | +7.6% | +15.9% | +21.5% |
| 6M | +144.4% | +5.3% | +139.1% | +141.1% |
| YTD | +108.3% | +8.6% | +99.7% | +103.5% |
| 1Y | +38.9% | +15.6% | +23.3% | +33.9% |
| 3Y | -58.9% | -35.2% | -23.7% | -60.7% |
| All | -58.9% | -34.9% | -24.0% | -60.7% |
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