-18.7%
STZ vs AMRZ
-13.6%
-5.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.9% | -1.9% | 0.0% | -1.7% |
| 30D | -1.9% | -16.9% | +15.1% | +0.1% |
| 3M | -6.2% | -19.2% | +13.0% | -4.1% |
| 6M | -14.0% | -29.3% | +15.3% | -10.8% |
| YTD | -5.1% | -18.0% | +12.9% | -3.7% |
| 1Y | -9.6% | -15.1% | +5.5% | -8.6% |
| All | -18.7% | -13.6% | -5.1% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling