+81.7%
AA vs STZ
-47.2%
+128.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | +5.0% | -1.9% | +6.9% | +5.2% |
| 3M | -35.8% | -6.2% | -29.6% | -35.0% |
| 6M | -18.4% | -14.0% | -4.4% | -15.3% |
| YTD | -5.5% | -5.1% | -0.4% | -6.9% |
| 1Y | +61.0% | -9.6% | +70.5% | +61.6% |
| All | +81.7% | -47.2% | +128.9% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling