+7.8%
AMCR vs STZ
-49.9%
+57.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -6.3% | -6.0% | -0.2% | -4.5% |
| 30D | -7.1% | -8.9% | +1.7% | -4.6% |
| 3M | +12.7% | -12.6% | +25.2% | +17.0% |
| 6M | +5.2% | -17.2% | +22.4% | +10.6% |
| YTD | +8.1% | -10.0% | +18.1% | +10.3% |
| 1Y | +11.7% | -14.3% | +26.0% | +15.6% |
| All | +7.8% | -49.9% | +57.7% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling