+434.8%
STZ vs AMP
+2,123.7%
-1,688.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 6M | -14.0% | +20.4% | -34.4% | -19.1% |
| YTD | -5.1% | +15.4% | -20.6% | -10.0% |
| 1Y | -9.6% | +11.0% | -20.5% | -13.4% |
| 3Y | -47.2% | +70.5% | -117.7% | -56.3% |
| 5Y | -33.6% | +121.4% | -155.0% | -50.2% |
| 10Y | -9.8% | +575.6% | -585.4% | -54.6% |
| All | +434.8% | +2,123.7% | -1,688.9% | +78.4% |
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