+133.5%
AMT vs STZ
+12.8%
+120.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -2.4% | -0.9% | -1.4% | -2.1% |
| 30D | +4.2% | +14.9% | -10.7% | -0.6% |
| 3M | +13.4% | +8.4% | +5.0% | +10.0% |
| 6M | +9.4% | +2.8% | +6.6% | +7.9% |
| YTD | +11.7% | +7.5% | +4.1% | +7.6% |
| 1Y | +7.1% | +12.5% | -5.4% | +1.4% |
| 3Y | +15.1% | -35.4% | +50.5% | +29.9% |
| 5Y | -17.9% | -29.3% | +11.4% | -10.6% |
| 10Y | +133.5% | +11.8% | +121.7% | +104.9% |
| All | +133.5% | +12.8% | +120.7% | +104.9% |
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