-14.7%
STZ vs ADVB
-97.4%
+82.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +12.5% |
| 6M | -0.2% | -64.8% | +64.5% | -0.6% |
| YTD | +8.6% | -64.0% | +72.6% | +8.4% |
| 1Y | +15.9% | -77.0% | +92.9% | +16.0% |
| All | -14.7% | -97.4% | +82.7% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling