+84.8%
AME vs STZ
-32.8%
+117.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | -6.7% | -1.9% | -4.8% | -6.4% |
| 3M | +4.1% | -6.2% | +10.3% | +5.2% |
| 6M | +1.6% | -14.0% | +15.6% | +4.7% |
| YTD | +16.1% | -5.1% | +21.3% | +16.1% |
| 1Y | +27.3% | -9.6% | +36.9% | +28.6% |
| 3Y | +50.9% | -47.2% | +98.1% | +76.7% |
| All | +84.8% | -32.8% | +117.6% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling