-62.1%
ALB vs STZ
-29.7%
-32.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.7% |
| 7D | +9.1% | +4.9% | +4.2% | +6.8% |
| 30D | -3.4% | +20.9% | -24.3% | -11.6% |
| 3M | -20.6% | +8.0% | -28.6% | -23.7% |
| 6M | -48.2% | -5.3% | -42.9% | -47.4% |
| YTD | -29.2% | +5.9% | -35.2% | -33.8% |
| 1Y | +10.0% | +14.2% | -4.2% | -2.1% |
| 3Y | -12.9% | -37.0% | +24.1% | +8.5% |
| All | -62.1% | -29.7% | -32.4% | -55.5% |
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 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