+72.8%
AG vs STZ
-38.0%
+110.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -0.1% | -6.0% | +5.9% | +1.5% |
| 30D | +12.5% | -8.9% | +21.3% | +15.0% |
| 3M | +28.2% | -12.6% | +40.7% | +32.3% |
| 6M | -18.8% | -17.2% | -1.6% | -15.2% |
| YTD | +27.4% | -10.0% | +37.4% | +28.6% |
| 1Y | +132.2% | -14.3% | +146.5% | +137.8% |
| 3Y | +286.9% | -49.9% | +336.8% | +379.7% |
| 5Y | +72.8% | -38.2% | +111.0% | +94.2% |
| All | +72.8% | -38.0% | +110.7% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling