+513.8%
AU vs STZ
-34.9%
+548.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -7.2% | +2.6% | -9.8% | -7.5% |
| 30D | -2.9% | +15.2% | -18.1% | -4.8% |
| 3M | -8.7% | +7.6% | -16.3% | -9.6% |
| 6M | -14.1% | +5.3% | -19.4% | -14.8% |
| YTD | +4.8% | +8.6% | -3.8% | +3.2% |
| 1Y | +11.9% | +15.6% | -3.7% | +9.2% |
| 3Y | +513.8% | -35.2% | +549.0% | +561.7% |
| All | +513.8% | -34.9% | +548.7% | +561.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling