+12.5%
STZ vs AMP
+503.1%
-490.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.3% | +3.3% | +2.0% | +4.2% |
| 30D | +19.6% | +4.2% | +15.4% | +18.0% |
| 3M | +10.0% | -6.4% | +16.4% | +12.2% |
| 6M | -0.3% | +12.4% | -12.7% | -4.4% |
| YTD | +8.6% | +7.4% | +1.1% | +4.8% |
| 1Y | +16.6% | +14.7% | +1.9% | +9.9% |
| 3Y | -34.8% | +60.8% | -95.6% | -46.5% |
| 5Y | -27.8% | +83.4% | -111.3% | -45.0% |
| 10Y | +12.5% | +473.5% | -461.0% | -39.6% |
| All | +12.5% | +503.1% | -490.6% | -39.6% |
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