+106.4%
AMCR vs STZ
+693.1%
-586.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -1.9% | -1.9% | +0.1% | -1.4% |
| 30D | -4.1% | -1.9% | -2.2% | -3.7% |
| 3M | +21.7% | -6.2% | +27.9% | +23.3% |
| 6M | +1.5% | -14.0% | +15.5% | +4.7% |
| YTD | +13.1% | -5.1% | +18.2% | +13.9% |
| 1Y | +16.5% | -9.6% | +26.1% | +18.4% |
| 3Y | +10.3% | -47.2% | +57.5% | +25.6% |
| 5Y | -7.7% | -33.6% | +25.9% | 0.0% |
| 10Y | +24.6% | -9.8% | +34.4% | +26.3% |
| All | +106.4% | +693.1% | -586.6% | +102.0% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling