-63.4%
ALB vs STZ
-29.4%
-34.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -5.8% | +2.6% | -8.3% | -6.8% |
| 30D | -4.5% | +15.2% | -19.7% | -10.6% |
| 3M | -28.1% | +7.6% | -35.7% | -30.8% |
| 6M | -53.2% | +5.3% | -58.4% | -54.8% |
| YTD | -33.3% | +8.6% | -42.0% | -38.3% |
| 1Y | -17.4% | +15.6% | -33.0% | -26.6% |
| 3Y | -14.1% | -35.2% | +21.0% | +5.6% |
| All | -63.4% | -29.4% | -34.0% | -56.8% |
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 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