+6.1%
AS vs STZ
+13.3%
-7.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | +6.9% | +4.9% | +2.0% | +6.1% |
| 30D | +16.0% | +20.9% | -4.9% | +12.7% |
| 3M | -12.8% | +8.0% | -20.8% | -13.9% |
| 6M | -15.4% | -5.3% | -10.1% | -15.3% |
| YTD | -15.7% | +5.9% | -21.7% | -15.8% |
| 1Y | +6.1% | +14.2% | -8.1% | +17.7% |
| All | +6.1% | +13.3% | -7.2% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling