+1,311.4%
AMT vs STZ
+2,074.6%
-763.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | +4.6% | -1.9% | +6.5% | +5.1% |
| 3M | -8.4% | -6.2% | -2.2% | -7.0% |
| 6M | -6.0% | -14.0% | +8.0% | -2.4% |
| YTD | +2.1% | -5.1% | +7.2% | +2.9% |
| 1Y | -6.4% | -9.6% | +3.2% | -4.7% |
| 3Y | +8.1% | -47.2% | +55.3% | +25.7% |
| 5Y | -31.9% | -33.6% | +1.7% | -25.8% |
| 10Y | +97.1% | -9.8% | +106.9% | +91.7% |
| All | +1,311.4% | +2,074.6% | -763.3% | +575.4% |
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