-97.7%
AMC vs STZ
+146.8%
-244.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -12.3% |
| 7D | 0.0% | +11.8% | -11.8% | -4.2% |
| 30D | +4.4% | +26.0% | -21.6% | -4.9% |
| 3M | +15.4% | +11.5% | +3.8% | +10.0% |
| 6M | +93.7% | -2.0% | +95.7% | +94.1% |
| YTD | +97.4% | +7.9% | +89.6% | +88.3% |
| 1Y | +23.2% | +13.9% | +9.3% | +14.6% |
| 3Y | -71.3% | -35.8% | -35.4% | -67.0% |
| 5Y | -99.3% | -28.4% | -70.8% | -99.2% |
| 10Y | -98.7% | +7.1% | -105.8% | -98.9% |
| All | -97.7% | +146.8% | -244.6% | -98.4% |
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 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