+162.2%
ARM vs STZ
-40.4%
+202.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.6% | -12.4% | -13.0% |
| 7D | -27.1% | +11.8% | -38.9% | -27.9% |
| 30D | -44.9% | +26.0% | -70.9% | -46.8% |
| 3M | -39.3% | +11.5% | -50.8% | -40.1% |
| 6M | -20.2% | -2.0% | -18.2% | -18.8% |
| YTD | +52.5% | +7.9% | +44.7% | +47.7% |
| 1Y | +4.1% | +13.9% | -9.8% | -1.3% |
| 3Y | +211.7% | -35.8% | +247.5% | +245.6% |
| All | +162.2% | -40.4% | +202.6% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling