+1,252.1%
BA vs STZ
+10,950.7%
-9,698.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -0.1% | +11.8% | -11.9% | -2.9% |
| 30D | -9.1% | +26.0% | -35.1% | -14.3% |
| 3M | -28.2% | +11.5% | -39.7% | -30.3% |
| 6M | -23.1% | -2.0% | -21.2% | -23.2% |
| YTD | -20.6% | +7.9% | -28.4% | -22.9% |
| 1Y | -12.7% | +13.9% | -26.6% | -16.6% |
| 3Y | -11.6% | -35.8% | +24.3% | -3.8% |
| 5Y | -23.1% | -28.4% | +5.3% | -18.9% |
| 10Y | +34.4% | +7.1% | +27.3% | +29.4% |
| All | +1,252.1% | +10,950.7% | -9,698.6% | +582.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling