-46.8%
STZ vs ACGL
+34.2%
-81.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -1.9% | -1.0% | -0.9% | -1.6% |
| 3M | -6.2% | +11.0% | -17.3% | -8.6% |
| 6M | -14.0% | -0.3% | -13.7% | -14.2% |
| YTD | -5.1% | +2.3% | -7.4% | -5.8% |
| 1Y | -9.6% | +6.4% | -15.9% | -11.0% |
| All | -46.8% | +34.2% | -81.1% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling