-30.6%
AR vs STZ
+183.5%
-214.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -14.3% | +4.9% | -19.2% | -15.9% |
| 30D | +1.4% | +20.9% | -19.4% | -5.4% |
| 3M | +3.4% | +8.0% | -4.6% | 0.0% |
| 6M | -2.1% | -5.3% | +3.2% | -1.2% |
| YTD | +4.7% | +5.9% | -1.2% | -0.1% |
| 1Y | +10.6% | +14.2% | -3.6% | +2.2% |
| 3Y | +24.6% | -37.0% | +61.6% | +41.3% |
| 5Y | +71.9% | -29.7% | +101.6% | +84.4% |
| 10Y | +46.4% | +5.2% | +41.2% | +32.9% |
| All | -30.6% | +183.5% | -214.1% | -49.8% |
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