+139.2%
ADI vs STZ
-34.1%
+173.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.3% | +5.3% | -11.7% | -6.9% |
| 30D | -3.2% | +19.6% | -22.8% | -5.8% |
| 3M | +2.8% | +10.0% | -7.2% | +1.3% |
| 6M | -5.0% | -0.3% | -4.8% | -4.6% |
| YTD | +46.3% | +8.6% | +37.8% | +41.7% |
| 1Y | +71.6% | +16.6% | +55.1% | +62.3% |
| 3Y | +139.2% | -34.8% | +174.0% | +157.4% |
| All | +139.2% | -34.1% | +173.2% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling