+63.0%
AME vs STZ
-34.9%
+97.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +5.9% | +2.6% | +3.3% | +5.7% |
| 30D | -1.9% | +15.2% | -17.1% | -3.0% |
| 3M | -5.4% | +7.6% | -13.0% | -5.7% |
| 6M | +4.9% | +5.3% | -0.3% | +4.7% |
| YTD | +18.5% | +8.6% | +9.8% | +17.3% |
| 1Y | +25.5% | +15.6% | +9.9% | +23.2% |
| 3Y | +63.0% | -35.2% | +98.2% | +69.1% |
| All | +63.0% | -34.9% | +97.9% | +69.1% |
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