-22.1%
BA vs STZ
-29.7%
+7.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +1.1% | +4.9% | -3.8% | -0.2% |
| 30D | -7.9% | +20.9% | -28.8% | -12.3% |
| 3M | -25.3% | +8.0% | -33.3% | -26.9% |
| 6M | -24.6% | -5.3% | -19.3% | -23.8% |
| YTD | -20.1% | +5.9% | -26.1% | -22.6% |
| 1Y | -11.8% | +14.2% | -26.0% | -16.7% |
| 3Y | -10.1% | -37.0% | +26.8% | +1.5% |
| All | -22.1% | -29.7% | +7.6% | -26.2% |
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 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