+672.3%
AU vs STZ
-11.3%
+683.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -4.3% | -4.5% | +0.2% | -3.6% |
| 30D | +7.3% | -8.6% | +15.9% | +8.7% |
| 3M | +26.3% | -13.8% | +40.1% | +29.1% |
| 6M | +1.8% | -17.2% | +18.9% | +4.5% |
| YTD | +26.8% | -9.4% | +36.2% | +28.2% |
| 1Y | +66.7% | -11.9% | +78.5% | +69.1% |
| 3Y | +579.1% | -49.6% | +628.7% | +648.7% |
| 5Y | +689.3% | -37.2% | +726.5% | +743.9% |
| All | +672.3% | -11.3% | +683.6% | +669.9% |
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