+5,381.0%
AGI vs STZ
+972.6%
+4,408.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.7% |
| 7D | +4.4% | -7.4% | +11.8% | +5.4% |
| 30D | +10.0% | -10.9% | +20.8% | +11.5% |
| 3M | +1.7% | -13.4% | +15.2% | +3.4% |
| 6M | -26.8% | -16.2% | -10.6% | -25.4% |
| YTD | -5.3% | -10.4% | +5.1% | -4.5% |
| 1Y | +11.5% | -14.8% | +26.3% | +13.1% |
| 3Y | +212.9% | -50.1% | +263.1% | +238.0% |
| 5Y | +388.8% | -38.8% | +427.6% | +414.4% |
| 10Y | +383.6% | -14.1% | +397.7% | +380.3% |
| All | +5,381.0% | +972.6% | +4,408.4% | +3,550.6% |
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