+124.5%
AMT vs STZ
+12.5%
+112.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | +0.4% | +3.4% | -3.1% | -0.8% |
| 30D | +3.7% | +19.6% | -15.9% | -2.4% |
| 3M | +10.7% | +8.0% | +2.7% | +7.6% |
| 6M | +9.3% | -0.3% | +9.5% | +8.8% |
| YTD | +10.9% | +8.6% | +2.4% | +6.5% |
| 1Y | +10.5% | +17.3% | -6.8% | +3.1% |
| 3Y | +15.5% | -34.7% | +50.2% | +29.9% |
| 5Y | -20.6% | -27.6% | +7.0% | -14.3% |
| 10Y | +124.5% | +11.8% | +112.8% | +96.7% |
| All | +124.5% | +12.5% | +112.0% | +96.7% |
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