+1.1%
STZ vs ACM
+155.0%
-153.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | +5.4% | -0.5% | +3.3% |
| 30D | +20.9% | +15.1% | +5.8% | +16.0% |
| 3M | +8.0% | -10.5% | +18.4% | +11.0% |
| 6M | -5.3% | -19.7% | +14.4% | 0.0% |
| YTD | +5.9% | -28.8% | +34.8% | +15.2% |
| 1Y | +14.2% | -47.9% | +62.1% | +36.7% |
| 3Y | -37.0% | -12.4% | -24.6% | -37.6% |
| 5Y | -29.7% | +0.6% | -30.3% | -34.4% |
| All | +1.1% | +155.0% | -153.9% | -19.4% |
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