-14.8%
AA vs STZ
-29.7%
+14.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.6% |
| 7D | +0.9% | +4.9% | -4.0% | -0.9% |
| 30D | -6.7% | +20.9% | -27.6% | -13.6% |
| 3M | -16.3% | +8.0% | -24.3% | -19.5% |
| 6M | -37.1% | -5.3% | -31.8% | -36.4% |
| YTD | -25.0% | +5.9% | -30.9% | -29.5% |
| 1Y | +8.6% | +14.2% | -5.6% | -2.4% |
| 3Y | +57.2% | -37.0% | +94.2% | +89.9% |
| All | -14.8% | -29.7% | +14.9% | -2.9% |
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 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