+199.6%
ARM vs STZ
-40.0%
+239.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.7% |
| 7D | +9.1% | +2.6% | +6.5% | +8.9% |
| 30D | -19.9% | +15.2% | -35.1% | -21.4% |
| 3M | -31.6% | +7.6% | -39.3% | -31.9% |
| 6M | -13.9% | +5.3% | -19.1% | -14.1% |
| YTD | +74.3% | +8.6% | +65.7% | +68.6% |
| 1Y | +35.8% | +15.6% | +20.2% | +28.3% |
| 3Y | +268.6% | -35.2% | +303.8% | +306.8% |
| All | +199.6% | -40.0% | +239.6% | +251.7% |
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 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