+141.2%
ADI vs STZ
-36.5%
+177.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.9% |
| 7D | +2.4% | -7.4% | +9.8% | +4.7% |
| 30D | -6.6% | -10.9% | +4.3% | -3.5% |
| 3M | -9.8% | -13.4% | +3.6% | -6.4% |
| 6M | +15.7% | -16.2% | +31.9% | +20.7% |
| YTD | +35.1% | -10.4% | +45.6% | +36.0% |
| 1Y | +47.7% | -14.8% | +62.5% | +51.2% |
| 3Y | +114.5% | -50.1% | +164.6% | +166.8% |
| 5Y | +141.2% | -38.8% | +180.0% | +163.4% |
| All | +141.2% | -36.5% | +177.8% | +163.4% |
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 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