+44.3%
AR vs STZ
-13.0%
+57.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -1.2% | -6.0% | +4.8% | +1.1% |
| 30D | +5.5% | -8.9% | +14.4% | +9.1% |
| 3M | +12.9% | -12.6% | +25.4% | +18.2% |
| 6M | +0.1% | -17.2% | +17.3% | +6.1% |
| YTD | +13.5% | -10.0% | +23.5% | +15.1% |
| 1Y | +21.6% | -14.3% | +35.9% | +25.3% |
| 3Y | +46.0% | -49.9% | +95.9% | +84.8% |
| 5Y | +143.7% | -38.2% | +182.0% | +175.5% |
| 10Y | +44.3% | -12.0% | +56.3% | +40.5% |
| All | +44.3% | -13.0% | +57.3% | +40.5% |
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