-99.3%
AMC vs STZ
-29.7%
-69.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | +2.6% | +4.9% | -2.3% | +1.2% |
| 30D | +9.0% | +20.9% | -11.8% | +2.5% |
| 3M | +22.2% | +8.0% | +14.2% | +18.9% |
| 6M | +91.5% | -5.3% | +96.8% | +94.1% |
| YTD | +101.3% | +5.9% | +95.4% | +94.9% |
| 1Y | +20.8% | +14.2% | +6.6% | +13.7% |
| 3Y | -71.3% | -37.0% | -34.4% | -67.8% |
| All | -99.3% | -29.7% | -69.6% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling