-7.6%
STZ vs AMRZ
-15.9%
+8.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.1% |
| 7D | +11.8% | +2.5% | +9.3% | +11.4% |
| 30D | +26.0% | +14.4% | +11.6% | +23.8% |
| 3M | +11.5% | -19.2% | +30.7% | +14.0% |
| 6M | -2.0% | -19.7% | +17.8% | +0.1% |
| YTD | +7.9% | -20.2% | +28.0% | +9.8% |
| 1Y | +13.9% | -15.1% | +29.0% | +15.3% |
| All | -7.6% | -15.9% | +8.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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