+61.5%
ALB vs STZ
-10.2%
+71.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | -8.1% | -1.9% | -6.1% | -8.0% |
| 30D | +6.3% | -1.9% | +8.1% | +6.6% |
| 3M | -23.6% | -6.2% | -17.3% | -23.0% |
| 6M | -24.6% | -14.0% | -10.6% | -23.6% |
| YTD | -10.3% | -5.1% | -5.2% | -10.6% |
| 1Y | +61.5% | -9.6% | +71.0% | +61.8% |
| All | +61.5% | -10.2% | +71.6% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling