+1,431.6%
AMT vs STZ
+2,327.8%
-896.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | +0.5% | +4.9% | -4.4% | -0.8% |
| 30D | +13.6% | +20.9% | -7.3% | +7.8% |
| 3M | +11.5% | +8.0% | +3.5% | +8.9% |
| 6M | +6.9% | -5.3% | +12.2% | +8.1% |
| YTD | +10.8% | +5.9% | +4.9% | +8.1% |
| 1Y | +10.3% | +14.2% | -3.9% | +5.3% |
| 3Y | +12.4% | -37.0% | +49.4% | +24.4% |
| 5Y | -20.1% | -29.7% | +9.6% | -14.3% |
| 10Y | +116.8% | +5.2% | +111.7% | +102.2% |
| All | +1,431.6% | +2,327.8% | -896.2% | +610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling