-28.4%
STZ vs ACM
+1.8%
-30.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.1% |
| 7D | +11.8% | +5.1% | +6.7% | +10.6% |
| 30D | +26.0% | +11.5% | +14.5% | +22.9% |
| 3M | +11.5% | -10.5% | +22.0% | +13.9% |
| 6M | -2.0% | -20.4% | +18.4% | +2.7% |
| YTD | +7.9% | -28.9% | +36.7% | +15.5% |
| 1Y | +13.9% | -48.7% | +62.6% | +33.8% |
| 3Y | -35.8% | -12.5% | -23.3% | -38.1% |
| 5Y | -28.4% | +0.5% | -29.0% | -34.5% |
| All | -28.4% | +1.8% | -30.2% | -34.5% |
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