+636.4%
ADI vs STZ
-13.0%
+649.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.6% | -6.0% | +8.7% | +4.8% |
| 30D | -4.6% | -8.9% | +4.3% | -1.8% |
| 3M | -9.5% | -12.6% | +3.1% | -5.9% |
| 6M | +14.8% | -17.2% | +32.1% | +21.1% |
| YTD | +35.8% | -10.0% | +45.8% | +37.7% |
| 1Y | +48.9% | -14.3% | +63.2% | +53.4% |
| 3Y | +115.6% | -49.9% | +165.5% | +167.8% |
| 5Y | +135.1% | -38.2% | +173.3% | +167.1% |
| 10Y | +636.4% | -12.0% | +648.4% | +607.6% |
| All | +636.4% | -13.0% | +649.5% | +607.6% |
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