+15.9%
STZ vs ADVB
-76.7%
+92.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.9% | +5.3% |
| 7D | +13.0% | -29.5% | +42.5% | +13.1% |
| 30D | +29.4% | -66.9% | +96.3% | +30.3% |
| 3M | +11.6% | -73.7% | +85.3% | +12.6% |
| 6M | -0.2% | -64.8% | +64.5% | -0.7% |
| YTD | +8.6% | -64.0% | +72.6% | +10.0% |
| 1Y | +15.9% | -77.0% | +92.9% | +17.5% |
| All | +15.9% | -76.7% | +92.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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