+2,254.7%
ALB vs STZ
+4,911.5%
-2,656.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | +9.1% | +4.9% | +4.2% | +7.5% |
| 30D | -3.4% | +20.9% | -24.3% | -9.0% |
| 3M | -20.6% | +8.0% | -28.6% | -22.8% |
| 6M | -48.2% | -5.3% | -42.9% | -47.9% |
| YTD | -29.2% | +5.9% | -35.2% | -31.6% |
| 1Y | +10.0% | +14.2% | -4.2% | +3.7% |
| 3Y | -12.9% | -37.0% | +24.1% | -2.4% |
| 5Y | -61.3% | -29.7% | -31.6% | -57.9% |
| 10Y | +35.8% | +5.2% | +30.7% | +30.9% |
| All | +2,254.7% | +4,911.5% | -2,656.8% | +1,073.8% |
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 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