+136.4%
ADI vs STZ
-27.8%
+164.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.3% | +5.3% | -11.7% | -7.5% |
| 30D | -3.2% | +19.6% | -22.8% | -7.9% |
| 3M | +2.8% | +10.0% | -7.2% | -0.2% |
| 6M | -5.0% | -0.3% | -4.8% | -5.4% |
| YTD | +46.3% | +8.6% | +37.8% | +39.3% |
| 1Y | +71.6% | +16.6% | +55.1% | +58.6% |
| 3Y | +139.2% | -34.8% | +174.0% | +169.9% |
| 5Y | +136.4% | -27.8% | +164.2% | +149.7% |
| All | +136.4% | -27.8% | +164.3% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling