-29.4%
STZ vs ACM
-2.7%
-26.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | +5.4% | -0.5% | +3.7% |
| 30D | +20.9% | +15.1% | +5.8% | +17.1% |
| 3M | +8.0% | -10.5% | +18.4% | +10.3% |
| 6M | -5.3% | -19.7% | +14.4% | -1.0% |
| YTD | +5.9% | -28.8% | +34.8% | +13.4% |
| 1Y | +14.2% | -47.9% | +62.1% | +33.5% |
| 3Y | -37.0% | -12.4% | -24.6% | -39.3% |
| All | -29.4% | -2.7% | -26.7% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling