-14.1%
STZ vs AMP
+574.4%
-588.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | -7.4% | +2.6% | -10.0% | -8.1% |
| 30D | -10.9% | +0.8% | -11.7% | -11.1% |
| 3M | -13.4% | +24.3% | -37.7% | -19.3% |
| 6M | -16.2% | +20.6% | -36.8% | -21.4% |
| YTD | -10.4% | +14.6% | -25.1% | -15.1% |
| 1Y | -14.8% | +14.5% | -29.3% | -19.3% |
| 3Y | -50.1% | +67.9% | -118.1% | -59.2% |
| 5Y | -38.8% | +122.5% | -161.3% | -55.7% |
| 10Y | -14.1% | +573.3% | -587.4% | -49.6% |
| All | -14.1% | +574.4% | -588.5% | -49.6% |
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