-24.2%
AR vs STZ
+153.9%
-178.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.5% | -1.9% | +4.4% | +3.2% |
| 30D | +14.8% | -1.9% | +16.7% | +15.4% |
| 3M | +6.2% | -6.2% | +12.5% | +8.2% |
| 6M | +4.3% | -14.0% | +18.3% | +8.7% |
| YTD | +14.4% | -5.1% | +19.5% | +13.9% |
| 1Y | +21.3% | -9.6% | +30.9% | +22.6% |
| 3Y | +39.8% | -47.2% | +87.0% | +70.4% |
| 5Y | +142.1% | -33.6% | +175.7% | +165.1% |
| 10Y | +52.0% | -9.8% | +61.8% | +45.4% |
| All | -24.2% | +153.9% | -178.1% | -42.7% |
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