+3.9%
AA vs STZ
+17.1%
-13.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +1.2% | +5.3% | -4.1% | +1.5% |
| 30D | -5.0% | +19.6% | -24.6% | -4.1% |
| 3M | -22.2% | +10.0% | -32.2% | -21.8% |
| 6M | -36.3% | -0.3% | -36.1% | -35.6% |
| YTD | -24.2% | +8.6% | -32.7% | -24.1% |
| 1Y | +3.9% | +16.6% | -12.7% | +14.5% |
| All | +3.9% | +17.1% | -13.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling