+17.2%
ARM vs STZ
+17.1%
+0.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -10.4% | +5.3% | -15.7% | -8.7% |
| 30D | -31.8% | +19.6% | -51.4% | -27.9% |
| 3M | -32.2% | +10.0% | -42.2% | -28.6% |
| 6M | -14.9% | -0.3% | -14.6% | -9.9% |
| YTD | +66.0% | +8.6% | +57.5% | +65.2% |
| 1Y | +17.2% | +16.6% | +0.6% | +20.3% |
| All | +17.2% | +17.1% | +0.2% | +20.3% |
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