+69.8%
AG vs STZ
+12.6%
+57.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.4% |
| 7D | -6.0% | 0.0% | -6.1% | -6.1% |
| 30D | -14.3% | +14.7% | -29.0% | -17.4% |
| 3M | -26.9% | +8.8% | -35.7% | -28.8% |
| 6M | -42.1% | +3.1% | -45.2% | -43.0% |
| YTD | -15.9% | +7.9% | -23.7% | -18.8% |
| 1Y | +11.5% | +14.2% | -2.6% | +5.9% |
| 3Y | +208.0% | -35.2% | +243.2% | +239.5% |
| 5Y | +2.4% | -29.6% | +32.0% | +10.2% |
| All | +69.8% | +12.6% | +57.2% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling