-32.8%
STZ vs AMP
+121.7%
-154.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | -6.2% | +23.6% | -29.8% | -10.9% |
| 6M | -14.0% | +20.4% | -34.4% | -17.9% |
| YTD | -5.1% | +15.4% | -20.6% | -8.9% |
| 1Y | -9.6% | +11.0% | -20.5% | -12.3% |
| 3Y | -47.2% | +70.5% | -117.7% | -55.5% |
| All | -32.8% | +121.7% | -154.5% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling