-34.8%
STZ vs AMP
+62.2%
-97.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.3% | +3.3% | +2.0% | +4.7% |
| 30D | +19.6% | +4.2% | +15.4% | +18.7% |
| 3M | +10.0% | -6.4% | +16.4% | +11.0% |
| 6M | -0.3% | +12.4% | -12.7% | -2.4% |
| YTD | +8.6% | +7.4% | +1.1% | +6.8% |
| 1Y | +16.6% | +14.7% | +1.9% | +12.9% |
| 3Y | -34.8% | +60.8% | -95.6% | -42.6% |
| All | -34.8% | +62.2% | -97.0% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling