+7.1%
AMT vs STZ
+15.1%
-8.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -2.4% | -0.9% | -1.4% | -2.1% |
| 30D | +4.2% | +14.9% | -10.7% | +0.8% |
| 3M | +13.4% | +8.4% | +5.0% | +11.1% |
| 6M | +9.4% | +2.8% | +6.6% | +8.2% |
| YTD | +11.7% | +7.5% | +4.1% | +9.5% |
| 1Y | +7.1% | +12.5% | -5.4% | +5.8% |
| All | +7.1% | +15.1% | -8.0% | +5.8% |
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 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