-9.3%
STZ vs AMRZ
-17.5%
+8.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +4.9% | +1.2% | +3.7% | +4.8% |
| 30D | +20.9% | +15.1% | +5.8% | +18.8% |
| 3M | +8.0% | -18.1% | +26.0% | +10.3% |
| 6M | -5.3% | -23.5% | +18.2% | -2.6% |
| YTD | +5.9% | -21.6% | +27.5% | +8.1% |
| 1Y | +14.2% | -14.7% | +29.0% | +15.8% |
| All | -9.3% | -17.5% | +8.2% | -6.7% |
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