+548.5%
STZ vs ACM
+230.8%
+317.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.9% | -3.7% | +1.8% | -0.9% |
| 30D | -1.9% | -11.1% | +9.2% | +1.1% |
| 3M | -6.2% | -8.0% | +1.7% | -4.6% |
| 6M | -14.0% | -29.7% | +15.6% | -5.9% |
| YTD | -5.1% | -29.4% | +24.3% | +3.1% |
| 1Y | -9.6% | -46.4% | +36.9% | +6.1% |
| 3Y | -47.2% | -22.3% | -24.9% | -45.3% |
| 5Y | -33.6% | +4.5% | -38.0% | -37.8% |
| 10Y | -9.8% | +127.6% | -137.4% | -36.1% |
| All | +548.5% | +230.8% | +317.7% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling