+2,408.2%
ACN vs STZ
+1,503.3%
+904.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.6% | +5.3% | -3.8% | 0.0% |
| 30D | +24.6% | +19.6% | +5.1% | +18.6% |
| 3M | +46.2% | +10.0% | +36.2% | +42.4% |
| 6M | +46.2% | -0.3% | +46.4% | +46.2% |
| YTD | -0.9% | +8.6% | -9.4% | -4.3% |
| 1Y | +8.8% | +16.6% | -7.8% | +2.7% |
| 3Y | -14.3% | -34.8% | +20.5% | -6.1% |
| 5Y | -22.6% | -27.8% | +5.2% | -17.9% |
| 10Y | +153.7% | +12.5% | +141.2% | +133.1% |
| All | +2,408.2% | +1,503.3% | +904.9% | +1,138.2% |
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