+10.8%
AMCR vs STZ
-12.7%
+23.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | -5.0% | -4.1% | -0.9% | -4.0% |
| 30D | -8.0% | -7.6% | -0.4% | -6.2% |
| 3M | +14.3% | -12.3% | +26.6% | +17.6% |
| 6M | +5.3% | -16.3% | +21.6% | +9.0% |
| YTD | +7.7% | -8.4% | +16.1% | +9.5% |
| 1Y | +10.8% | -10.8% | +21.7% | +12.2% |
| All | +10.8% | -12.7% | +23.6% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling