+133.7%
AMT vs STZ
+11.6%
+122.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | +5.3% | -3.7% | -0.1% |
| 30D | +4.5% | +19.6% | -15.1% | -1.7% |
| 3M | +13.8% | +10.0% | +3.8% | +9.9% |
| 6M | +10.0% | -0.3% | +10.3% | +9.6% |
| YTD | +11.8% | +8.6% | +3.2% | +7.3% |
| 1Y | +10.2% | +16.6% | -6.4% | +3.1% |
| 3Y | +15.1% | -34.8% | +49.9% | +29.5% |
| 5Y | -18.8% | -27.8% | +9.0% | -12.3% |
| 10Y | +133.7% | +12.5% | +121.2% | +104.8% |
| All | +133.7% | +11.6% | +122.1% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling