+13,601.5%
AME vs STZ
+11,023.3%
+2,578.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.1% | +5.3% | -9.5% | -5.3% |
| 30D | -4.1% | +19.6% | -23.7% | -8.3% |
| 3M | -5.6% | +10.0% | -15.6% | -8.2% |
| 6M | +2.8% | -0.3% | +3.1% | +2.0% |
| YTD | +16.6% | +8.6% | +8.0% | +12.8% |
| 1Y | +21.1% | +16.6% | +4.5% | +15.1% |
| 3Y | +61.1% | -34.8% | +95.9% | +72.7% |
| 5Y | +76.6% | -27.8% | +104.4% | +84.2% |
| 10Y | +431.3% | +12.5% | +418.8% | +395.1% |
| All | +13,601.5% | +11,023.3% | +2,578.2% | +6,152.2% |
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