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  • ASX vs STZ✓SelectedUSD · STZASX vs STZ performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

ASX vs STZ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+858.4%
STZ return
-9.3%
Excess return
+867.8%
Maximum drawdown
-52.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSTZExcessAlpha
1D+0.2%-0.7%+0.9%+0.4%
7D-0.7%-1.9%+1.2%-0.2%
30D+2.0%-1.9%+3.9%+2.3%
3M-1.3%-6.2%+4.9%-0.2%
6M+71.4%-14.0%+85.4%+76.8%
YTD+135.3%-5.1%+140.4%+133.3%
1Y+267.5%-9.6%+277.0%+268.9%
3Y+388.5%-47.2%+435.7%+480.1%
5Y+417.1%-33.6%+450.7%+459.9%
All+858.4%-9.3%+867.8%+791.7%

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 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