+228.9%
ARM vs STZ
-37.2%
+266.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.8% |
| 7D | -15.2% | +4.9% | -20.1% | -15.5% |
| 30D | -40.7% | +20.9% | -61.6% | -42.0% |
| 3M | -39.1% | +8.0% | -47.1% | -39.4% |
| 6M | -26.4% | -5.3% | -21.1% | -24.7% |
| YTD | +59.7% | +5.9% | +53.8% | +55.6% |
| 1Y | +10.3% | +14.2% | -3.9% | +4.7% |
| 3Y | +228.9% | -37.0% | +265.8% | +268.1% |
| All | +228.9% | -37.2% | +266.0% | +268.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling