+283.0%
AG vs STZ
-47.4%
+330.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +1.0% | -1.9% | +2.9% | +1.3% |
| 30D | +19.2% | -1.9% | +21.1% | +19.4% |
| 3M | +6.2% | -6.2% | +12.4% | +7.0% |
| 6M | -26.7% | -14.0% | -12.7% | -24.9% |
| YTD | +26.1% | -5.1% | +31.2% | +25.7% |
| 1Y | +131.7% | -9.6% | +141.2% | +133.0% |
| All | +283.0% | -47.4% | +330.4% | +317.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling