+95.8%
AGG vs STZ
+1,048.1%
-952.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.5% | +2.6% | -4.1% | -1.5% |
| 30D | +0.6% | +15.2% | -14.6% | +0.6% |
| 3M | -1.6% | +7.6% | -9.3% | -1.7% |
| 6M | -1.6% | +5.3% | -6.9% | -1.6% |
| YTD | -1.5% | +8.6% | -10.2% | -1.6% |
| 1Y | -1.1% | +15.6% | -16.7% | -1.2% |
| 3Y | +13.6% | -35.2% | +48.8% | +13.7% |
| 5Y | -1.7% | -29.1% | +27.4% | -1.6% |
| 10Y | +16.1% | +12.9% | +3.2% | +16.6% |
| All | +95.8% | +1,048.1% | -952.3% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling