+415.2%
AGI vs STZ
-38.7%
+453.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +2.2% | -6.0% | +8.2% | +3.5% |
| 30D | +11.3% | -8.9% | +20.1% | +13.2% |
| 3M | +5.6% | -12.6% | +18.2% | +8.3% |
| 6M | -27.7% | -17.2% | -10.5% | -25.2% |
| YTD | -4.1% | -10.0% | +5.9% | -3.2% |
| 1Y | +13.8% | -14.3% | +28.1% | +15.9% |
| 3Y | +217.0% | -49.9% | +267.0% | +272.7% |
| All | +415.2% | -38.7% | +453.8% | +515.7% |
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