+42.4%
AMGN vs STZ
+15.6%
+26.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.1% | +2.6% | -1.4% | +0.7% |
| 30D | +9.3% | +15.2% | -5.9% | +6.5% |
| 3M | +12.1% | +7.6% | +4.5% | +10.3% |
| 6M | +40.3% | +5.3% | +35.0% | +38.1% |
| YTD | +45.2% | +8.6% | +36.5% | +47.3% |
| 1Y | +42.4% | +15.6% | +26.9% | +43.1% |
| All | +42.4% | +15.6% | +26.9% | +43.1% |
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 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