+78.4%
ALB vs STZ
-9.2%
+87.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -8.1% | -1.9% | -6.1% | -7.2% |
| 30D | +6.3% | -1.9% | +8.1% | +7.3% |
| 3M | -23.6% | -6.2% | -17.3% | -21.6% |
| 6M | -24.6% | -14.0% | -10.6% | -20.0% |
| YTD | -10.3% | -5.1% | -5.2% | -10.5% |
| 1Y | +61.5% | -9.6% | +71.0% | +64.2% |
| 3Y | -34.0% | -47.2% | +13.3% | -11.2% |
| 5Y | -44.6% | -33.6% | -11.0% | -34.5% |
| All | +78.4% | -9.2% | +87.6% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling