+2,427.5%
ACN vs STZ
+1,464.3%
+963.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +0.9% | +4.9% | -4.0% | -0.5% |
| 30D | +33.5% | +20.9% | +12.7% | +26.7% |
| 3M | +53.5% | +8.0% | +45.5% | +50.3% |
| 6M | +52.2% | -5.3% | +57.5% | +54.5% |
| YTD | -0.1% | +5.9% | -6.0% | -2.8% |
| 1Y | +11.0% | +14.2% | -3.2% | +5.5% |
| 3Y | -11.8% | -37.0% | +25.2% | -2.4% |
| 5Y | -22.8% | -29.7% | +6.9% | -17.4% |
| 10Y | +162.4% | +5.2% | +157.3% | +145.3% |
| All | +2,427.5% | +1,464.3% | +963.2% | +1,156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling