+66.7%
AU vs STZ
-11.8%
+78.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -4.3% | -4.5% | +0.2% | -3.4% |
| 30D | +7.3% | -8.6% | +15.9% | +8.9% |
| 3M | +26.3% | -13.8% | +40.1% | +29.7% |
| 6M | +1.8% | -17.2% | +18.9% | +5.5% |
| YTD | +26.8% | -9.4% | +36.2% | +27.4% |
| 1Y | +66.7% | -11.9% | +78.5% | +66.0% |
| All | +66.7% | -11.8% | +78.5% | +66.0% |
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