+95.0%
AMT vs STZ
-14.3%
+109.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.8% |
| 7D | -0.2% | -7.4% | +7.2% | +2.4% |
| 30D | +1.8% | -10.9% | +12.7% | +5.8% |
| 3M | -6.2% | -13.4% | +7.2% | -1.7% |
| 6M | -5.0% | -16.2% | +11.2% | +0.4% |
| YTD | +2.1% | -10.4% | +12.5% | +4.8% |
| 1Y | -5.7% | -14.8% | +9.0% | -1.9% |
| 3Y | +7.9% | -50.1% | +58.1% | +33.8% |
| 5Y | -32.3% | -38.8% | +6.5% | -22.5% |
| 10Y | +95.0% | -14.1% | +109.1% | +83.6% |
| All | +95.0% | -14.3% | +109.3% | +83.6% |
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