+497.1%
STZ vs AMP
+1,889.4%
-1,392.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +4.9% | +2.2% | +2.7% | +4.3% |
| 30D | +20.9% | +2.2% | +18.6% | +20.1% |
| 3M | +8.0% | -10.4% | +18.4% | +11.4% |
| 6M | -5.3% | +5.8% | -11.1% | -7.2% |
| YTD | +5.9% | +3.3% | +2.7% | +3.8% |
| 1Y | +14.2% | +11.1% | +3.1% | +9.4% |
| 3Y | -37.0% | +56.0% | -93.0% | -46.4% |
| 5Y | -29.7% | +76.1% | -105.8% | -43.6% |
| 10Y | +5.2% | +590.2% | -585.1% | -47.3% |
| All | +497.1% | +1,889.4% | -1,392.3% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling