+47.2%
AR vs STZ
-34.9%
+82.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +7.4% | +2.6% | +4.8% | +7.3% |
| 30D | +5.8% | +15.2% | -9.4% | +5.2% |
| 3M | +5.2% | +7.6% | -2.4% | +4.8% |
| 6M | +5.4% | +5.3% | +0.2% | +5.1% |
| YTD | +12.4% | +8.6% | +3.8% | +11.2% |
| 1Y | +12.8% | +15.6% | -2.8% | +11.0% |
| 3Y | +47.2% | -35.2% | +82.3% | +43.6% |
| All | +47.2% | -34.9% | +82.1% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling