-35.7%
AUR vs STZ
-44.3%
+8.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +1.4% | -4.5% | +5.9% | +2.8% |
| 30D | -6.4% | -8.6% | +2.2% | -3.9% |
| 3M | +7.7% | -13.8% | +21.5% | +12.5% |
| 6M | +44.5% | -17.2% | +61.6% | +52.0% |
| YTD | +67.4% | -9.4% | +76.8% | +66.5% |
| 1Y | +15.4% | -11.9% | +27.3% | +15.9% |
| 3Y | +94.8% | -49.6% | +144.4% | +155.1% |
| 5Y | -35.1% | -37.2% | +2.0% | -19.2% |
| All | -35.7% | -44.3% | +8.6% | -19.5% |
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