-39.9%
ACN vs STZ
-47.2%
+7.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -1.5% | -1.9% | +0.4% | -1.3% |
| 30D | +9.4% | -1.9% | +11.2% | +9.7% |
| 3M | +5.6% | -6.2% | +11.9% | +6.5% |
| 6M | -9.3% | -14.0% | +4.8% | -7.9% |
| YTD | -29.0% | -5.1% | -23.9% | -29.4% |
| 1Y | -24.7% | -9.6% | -15.1% | -24.7% |
| All | -39.9% | -47.2% | +7.3% | -38.0% |
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