+86.1%
ARM vs STZ
-10.2%
+96.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.9% |
| 7D | +5.5% | -1.9% | +7.4% | +5.4% |
| 30D | -8.2% | -1.9% | -6.3% | -8.1% |
| 3M | -35.9% | -6.2% | -29.7% | -35.8% |
| 6M | +103.1% | -14.0% | +117.1% | +104.5% |
| YTD | +130.6% | -5.1% | +135.7% | +120.5% |
| 1Y | +86.1% | -9.6% | +95.6% | +83.5% |
| All | +86.1% | -10.2% | +96.2% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling