+37,560.3%
ADI vs STZ
+9,621.1%
+27,939.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +0.4% | -1.9% | +2.4% | +0.9% |
| 30D | -3.8% | -1.9% | -1.9% | -3.4% |
| 3M | -15.3% | -6.2% | -9.0% | -14.3% |
| 6M | +6.7% | -14.0% | +20.7% | +9.9% |
| YTD | +34.8% | -5.1% | +39.9% | +34.9% |
| 1Y | +49.0% | -9.6% | +58.6% | +50.7% |
| 3Y | +108.1% | -47.2% | +155.3% | +138.5% |
| 5Y | +142.4% | -33.6% | +176.0% | +161.8% |
| 10Y | +589.9% | -9.8% | +599.7% | +575.4% |
| All | +37,560.3% | +9,621.1% | +27,939.2% | +12,226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling