+14.2%
STZ vs ACM
-48.7%
+62.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | +5.4% | -0.5% | +4.4% |
| 30D | +20.9% | +15.1% | +5.8% | +19.5% |
| 3M | +8.0% | -10.5% | +18.4% | +8.1% |
| 6M | -5.3% | -19.7% | +14.4% | -4.6% |
| YTD | +5.9% | -28.8% | +34.8% | +7.4% |
| 1Y | +14.2% | -47.9% | +62.1% | +16.3% |
| All | +14.2% | -48.7% | +62.9% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling