+13,547.7%
AME vs STZ
+9,621.1%
+3,926.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 6M | +1.6% | -14.0% | +15.6% | +4.6% |
| YTD | +16.1% | -5.1% | +21.3% | +16.5% |
| 1Y | +27.3% | -9.6% | +36.9% | +28.9% |
| 3Y | +50.9% | -47.2% | +98.1% | +70.7% |
| 5Y | +81.4% | -33.6% | +115.0% | +93.8% |
| 10Y | +417.0% | -9.8% | +426.7% | +407.2% |
| All | +13,547.7% | +9,621.1% | +3,926.6% | +6,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling