-11.5%
BA vs STZ
+17.1%
-28.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | -1.7% | +3.4% | -5.2% | -2.1% |
| 30D | -9.5% | +19.6% | -29.0% | -10.7% |
| 3M | -26.5% | +8.0% | -34.5% | -26.9% |
| 6M | -27.4% | -0.3% | -27.1% | -27.4% |
| YTD | -20.6% | +8.6% | -29.2% | -20.8% |
| All | -11.5% | +17.1% | -28.6% | -11.8% |
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