-32.8%
STZ vs ACM
+5.0%
-37.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.9% | -3.7% | +1.8% | -1.1% |
| 30D | -1.9% | -11.1% | +9.2% | +0.5% |
| 3M | -6.2% | -8.0% | +1.7% | -4.9% |
| 6M | -14.0% | -29.7% | +15.6% | -7.0% |
| YTD | -5.1% | -29.4% | +24.3% | +1.8% |
| 1Y | -9.6% | -46.4% | +36.9% | +4.6% |
| 3Y | -47.2% | -22.3% | -24.9% | -46.7% |
| All | -32.8% | +5.0% | -37.7% | -38.8% |
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