+134.9%
AS vs STZ
-38.0%
+172.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +6.9% | +4.9% | +2.0% | +5.9% |
| 30D | +16.0% | +20.9% | -4.9% | +11.5% |
| 3M | -12.8% | +8.0% | -20.8% | -14.4% |
| 6M | -15.4% | -5.3% | -10.1% | -14.7% |
| YTD | -15.7% | +5.9% | -21.7% | -17.8% |
| 1Y | +6.1% | +14.2% | -8.1% | +1.5% |
| All | +134.9% | -38.0% | +172.8% | +182.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling