+544.2%
BAX vs STZ
+9,621.1%
-9,076.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | -5.5% | -1.9% | -3.6% | -5.2% |
| 3M | +33.5% | -6.2% | +39.8% | +35.0% |
| 6M | +35.9% | -14.0% | +49.9% | +39.3% |
| YTD | +35.4% | -5.1% | +40.5% | +36.1% |
| 1Y | +9.8% | -9.6% | +19.3% | +11.2% |
| 3Y | -32.7% | -47.2% | +14.5% | -25.8% |
| 5Y | -65.6% | -33.6% | -32.0% | -63.4% |
| 10Y | -34.9% | -9.8% | -25.1% | -35.2% |
| All | +544.2% | +9,621.1% | -9,076.9% | +247.6% |
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