+174.6%
ARM vs STZ
-41.5%
+216.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.9% |
| 7D | -15.2% | +4.9% | -20.1% | -15.6% |
| 30D | -40.7% | +20.9% | -61.6% | -42.4% |
| 3M | -39.1% | +8.0% | -47.1% | -39.6% |
| 6M | -26.4% | -5.3% | -21.1% | -24.7% |
| YTD | +59.7% | +5.9% | +53.8% | +54.9% |
| 1Y | +10.3% | +14.2% | -3.9% | +3.9% |
| 3Y | +228.9% | -37.0% | +265.8% | +265.0% |
| All | +174.6% | -41.5% | +216.1% | +223.0% |
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