+16.3%
STZ vs AMP
+459.2%
-442.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +2.6% | +3.9% | -1.4% | +1.3% |
| 30D | +15.2% | +5.1% | +10.1% | +13.3% |
| 3M | +7.6% | -8.7% | +16.3% | +10.7% |
| 6M | +5.3% | +11.4% | -6.2% | +1.2% |
| YTD | +8.6% | +7.3% | +1.3% | +4.8% |
| 1Y | +15.6% | +14.6% | +1.0% | +9.0% |
| 3Y | -35.2% | +61.2% | -96.4% | -46.9% |
| 5Y | -29.1% | +81.0% | -110.1% | -45.7% |
| All | +16.3% | +459.2% | -442.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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