+42,428.8%
ADI vs STZ
+10,917.0%
+31,511.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | +0.7% | +14.9% | -14.2% | -3.1% |
| 3M | +6.5% | +8.4% | -1.9% | +3.6% |
| 6M | -2.7% | +2.8% | -5.5% | -4.5% |
| YTD | +52.2% | +7.5% | +44.7% | +46.7% |
| 1Y | +77.5% | +12.5% | +64.9% | +69.0% |
| 3Y | +148.8% | -35.4% | +184.2% | +169.6% |
| 5Y | +142.9% | -29.3% | +172.2% | +156.7% |
| 10Y | +653.2% | +11.8% | +641.4% | +597.1% |
| All | +42,428.8% | +10,917.0% | +31,511.7% | +13,312.3% |
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