+35.8%
ARM vs STZ
+15.1%
+20.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.0% | +13.0% | +11.7% |
| 7D | +6.0% | -0.9% | +7.0% | +5.6% |
| 30D | -20.3% | +14.9% | -35.3% | -16.6% |
| 3M | -24.4% | +8.4% | -32.8% | -20.7% |
| 6M | -4.4% | +2.8% | -7.2% | +0.9% |
| YTD | +86.0% | +7.5% | +78.5% | +83.4% |
| 1Y | +35.8% | +12.5% | +23.3% | +37.0% |
| All | +35.8% | +15.1% | +20.7% | +37.0% |
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