-42.0%
STZ vs AMDL
+20.7%
-62.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -34.9% | +34.2% | -0.8% |
| 7D | +11.8% | -52.7% | +64.5% | +11.6% |
| 30D | +26.0% | -65.3% | +91.3% | +26.0% |
| 3M | +11.5% | -40.8% | +52.4% | +11.0% |
| 6M | -2.0% | -12.9% | +10.9% | -3.9% |
| YTD | +7.9% | +98.0% | -90.1% | +3.4% |
| 1Y | +13.9% | +30.1% | -16.2% | +10.4% |
| All | -42.0% | +20.7% | -62.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling