+3.0%
STZ vs ACM
+154.9%
-152.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | 0.0% |
| 7D | +11.8% | +5.1% | +6.7% | +10.2% |
| 30D | +26.0% | +11.5% | +14.5% | +22.0% |
| 3M | +11.5% | -10.5% | +22.0% | +14.6% |
| 6M | -2.0% | -20.4% | +18.4% | +3.8% |
| YTD | +7.9% | -28.9% | +36.7% | +17.3% |
| 1Y | +13.9% | -48.7% | +62.6% | +37.1% |
| 3Y | -35.8% | -12.5% | -23.3% | -36.4% |
| 5Y | -28.4% | +0.5% | -29.0% | -33.2% |
| All | +3.0% | +154.9% | -152.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling