+73.5%
BA vs STZ
-9.8%
+83.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.2% | -1.9% | +3.1% | +2.1% |
| 30D | -11.6% | -1.9% | -9.7% | -11.0% |
| 3M | -2.4% | -6.2% | +3.9% | -0.1% |
| 6M | -6.6% | -14.0% | +7.4% | -0.9% |
| YTD | -2.2% | -5.1% | +2.9% | -2.3% |
| 1Y | -8.0% | -9.6% | +1.5% | -6.3% |
| 3Y | -5.0% | -47.2% | +42.2% | +25.3% |
| 5Y | -2.7% | -33.6% | +30.9% | +9.1% |
| All | +73.5% | -9.8% | +83.2% | +65.9% |
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