+296.4%
ARM vs STZ
-47.6%
+344.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | +5.5% | -1.9% | +7.4% | +5.9% |
| 30D | -8.2% | -1.9% | -6.3% | -7.9% |
| 3M | -35.9% | -6.2% | -29.7% | -35.3% |
| 6M | +103.1% | -14.0% | +117.1% | +109.4% |
| YTD | +130.6% | -5.1% | +135.7% | +127.0% |
| 1Y | +86.1% | -9.6% | +95.6% | +86.2% |
| All | +296.4% | -47.6% | +344.0% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling