-4.6%
AMCR vs STZ
+9.6%
-14.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +4.9% | +14.7% | -9.9% | +0.9% |
| 3M | -4.6% | +8.8% | -13.4% | -6.9% |
| All | -4.6% | +9.6% | -14.2% | -6.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling