+120.4%
AS vs STZ
-44.4%
+164.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | -4.9% | -1.9% | -3.0% | -4.5% |
| 30D | -19.6% | -1.9% | -17.7% | -19.4% |
| 3M | -14.4% | -6.2% | -8.1% | -13.4% |
| 6M | -20.1% | -14.0% | -6.1% | -17.8% |
| YTD | -20.9% | -5.1% | -15.8% | -21.0% |
| 1Y | -21.9% | -9.6% | -12.3% | -21.0% |
| All | +120.4% | -44.4% | +164.8% | +171.2% |
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 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