+778.3%
AU vs STZ
+2,616.5%
-1,838.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.3% |
| 7D | -0.3% | -7.4% | +7.1% | +0.8% |
| 30D | +12.8% | -10.9% | +23.7% | +14.6% |
| 3M | +28.5% | -13.4% | +41.9% | +31.0% |
| 6M | +4.8% | -16.2% | +21.0% | +7.3% |
| YTD | +31.0% | -10.4% | +41.4% | +32.5% |
| 1Y | +81.4% | -14.8% | +96.2% | +84.8% |
| 3Y | +618.4% | -50.1% | +668.6% | +686.1% |
| 5Y | +686.3% | -38.8% | +725.1% | +733.0% |
| 10Y | +664.5% | -14.1% | +678.6% | +650.3% |
| All | +778.3% | +2,616.5% | -1,838.2% | +427.2% |
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