+33.4%
AG vs STZ
+14.7%
+18.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.3% | +3.8% | +9.0% |
| 7D | -2.6% | +13.0% | -15.6% | -2.7% |
| 30D | -12.1% | +29.4% | -41.5% | -13.4% |
| 3M | -6.6% | +11.6% | -18.2% | -6.8% |
| 6M | -20.5% | -0.2% | -20.2% | -19.2% |
| YTD | -7.4% | +8.6% | -16.0% | -10.6% |
| 1Y | +33.4% | +15.9% | +17.5% | +36.4% |
| All | +33.4% | +14.7% | +18.7% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling