+48.9%
ADI vs STZ
-14.3%
+63.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +2.6% | -6.0% | +8.7% | +2.7% |
| 30D | -4.6% | -8.9% | +4.3% | -4.6% |
| 3M | -9.5% | -12.6% | +3.1% | -9.3% |
| 6M | +14.8% | -17.2% | +32.1% | +15.5% |
| YTD | +35.8% | -10.0% | +45.8% | +32.2% |
| 1Y | +48.9% | -14.3% | +63.2% | +42.9% |
| All | +48.9% | -14.3% | +63.3% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling