+26.8%
AME vs STZ
-16.0%
+42.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.5% |
| 7D | +2.8% | -7.4% | +10.2% | +3.4% |
| 30D | -6.3% | -10.9% | +4.6% | -5.4% |
| 3M | +5.4% | -13.4% | +18.8% | +6.6% |
| 6M | +7.4% | -16.2% | +23.6% | +9.3% |
| YTD | +16.2% | -10.4% | +26.6% | +16.3% |
| 1Y | +26.8% | -14.8% | +41.6% | +27.6% |
| All | +26.8% | -16.0% | +42.8% | +27.6% |
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