+129.2%
ADBE vs STZ
+12.8%
+116.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.7% |
| 7D | -4.4% | -0.9% | -3.4% | -4.1% |
| 30D | -0.2% | +14.9% | -15.2% | -4.3% |
| 3M | -9.9% | +8.4% | -18.3% | -12.2% |
| 6M | -3.5% | +2.8% | -6.3% | -4.8% |
| YTD | -32.1% | +7.5% | -39.6% | -35.1% |
| 1Y | -28.7% | +12.5% | -41.2% | -32.9% |
| 3Y | -60.2% | -35.4% | -24.8% | -55.8% |
| 5Y | -63.1% | -29.3% | -33.8% | -60.4% |
| 10Y | +129.2% | +11.8% | +117.4% | +113.6% |
| All | +129.2% | +12.8% | +116.4% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling