-9.7%
STZ vs ACM
+127.0%
-136.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.9% | -3.7% | +1.8% | -0.8% |
| 30D | -1.9% | -11.1% | +9.2% | +1.2% |
| 3M | -6.2% | -8.0% | +1.7% | -4.6% |
| 6M | -14.0% | -29.7% | +15.6% | -5.5% |
| YTD | -5.1% | -29.4% | +24.3% | +3.5% |
| 1Y | -9.6% | -46.4% | +36.9% | +7.2% |
| 3Y | -47.2% | -22.3% | -24.9% | -45.6% |
| 5Y | -33.6% | +4.5% | -38.0% | -38.9% |
| All | -9.7% | +127.0% | -136.7% | -28.7% |
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