-98.1%
AMC vs STZ
+117.1%
-215.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | +2.3% | -1.9% | +4.2% | +3.1% |
| 30D | -0.7% | -1.9% | +1.1% | -0.1% |
| 3M | +35.2% | -6.2% | +41.4% | +38.3% |
| 6M | +124.6% | -14.0% | +138.6% | +137.2% |
| YTD | +69.9% | -5.1% | +75.0% | +71.1% |
| 1Y | -2.6% | -9.6% | +7.0% | -0.2% |
| 3Y | -79.8% | -47.2% | -32.5% | -74.8% |
| 5Y | -99.4% | -33.6% | -65.8% | -99.3% |
| 10Y | -98.9% | -9.8% | -89.1% | -99.0% |
| All | -98.1% | +117.1% | -215.2% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling