+8.7%
AG vs STZ
-27.8%
+36.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.0% | +5.3% | +0.6% | +4.8% |
| 30D | -13.5% | +19.6% | -33.1% | -17.3% |
| 3M | -20.7% | +10.0% | -30.6% | -22.7% |
| 6M | -31.5% | -0.3% | -31.3% | -31.7% |
| YTD | -10.1% | +8.6% | -18.7% | -13.5% |
| 1Y | +26.0% | +16.6% | +9.4% | +18.7% |
| 3Y | +228.9% | -34.8% | +263.7% | +272.5% |
| 5Y | +8.7% | -27.8% | +36.5% | +18.7% |
| All | +8.7% | -27.8% | +36.5% | +18.7% |
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