-0.9%
BA vs STZ
-33.3%
+32.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +1.2% | -1.9% | +3.1% | +1.7% |
| 30D | -11.6% | -1.9% | -9.7% | -11.3% |
| 3M | -2.4% | -6.2% | +3.9% | -1.1% |
| 6M | -6.6% | -14.0% | +7.4% | -3.3% |
| YTD | -2.2% | -5.1% | +2.9% | -2.4% |
| 1Y | -8.0% | -9.6% | +1.5% | -7.0% |
| 3Y | -5.0% | -47.2% | +42.2% | +15.0% |
| All | -0.9% | -33.3% | +32.4% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling