+12.4%
AA vs STZ
-33.3%
+45.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -0.7% | -1.9% | +1.2% | +0.1% |
| 30D | +5.0% | -1.9% | +6.9% | +5.3% |
| 3M | -35.8% | -6.2% | -29.6% | -34.7% |
| 6M | -18.4% | -14.0% | -4.4% | -14.3% |
| YTD | -5.5% | -5.1% | -0.4% | -6.8% |
| 1Y | +61.0% | -9.6% | +70.5% | +62.4% |
| 3Y | +66.2% | -47.2% | +113.5% | +120.6% |
| All | +12.4% | -33.3% | +45.7% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling