+15.5%
STZ vs AMP
+452.8%
-437.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | 0.0% | +1.2% | -1.1% | -0.4% |
| 30D | +14.7% | +4.4% | +10.3% | +13.1% |
| 3M | +8.8% | -8.8% | +17.6% | +12.0% |
| 6M | +3.1% | +9.9% | -6.9% | -0.5% |
| YTD | +7.9% | +6.1% | +1.8% | +4.5% |
| 1Y | +14.2% | +10.6% | +3.6% | +9.0% |
| 3Y | -35.2% | +58.8% | -94.0% | -46.7% |
| 5Y | -29.6% | +79.0% | -108.5% | -45.9% |
| All | +15.5% | +452.8% | -437.3% | -40.1% |
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