-2.6%
AGG vs STZ
-37.6%
+35.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -1.1% | -4.5% | +3.4% | -0.9% |
| 30D | -1.1% | -8.6% | +7.4% | -0.9% |
| 3M | -1.9% | -13.8% | +11.8% | -1.5% |
| 6M | -1.7% | -17.2% | +15.4% | -1.2% |
| YTD | -1.3% | -9.4% | +8.1% | -1.2% |
| 1Y | -0.7% | -11.9% | +11.1% | -0.6% |
| 3Y | +12.5% | -49.6% | +62.1% | +15.0% |
| All | -2.6% | -37.6% | +35.0% | +0.2% |
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