-15.2%
STZ vs ADVB
-97.6%
+82.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.5% | +8.9% | -0.6% |
| 7D | +11.8% | -28.0% | +39.8% | +11.9% |
| 30D | +26.0% | -70.2% | +96.2% | +26.8% |
| 3M | +11.5% | -76.1% | +87.6% | +12.5% |
| 6M | -2.0% | -72.3% | +70.3% | -2.2% |
| YTD | +7.9% | -67.5% | +75.3% | +7.7% |
| 1Y | +13.9% | -78.6% | +92.5% | +14.0% |
| All | -15.2% | -97.6% | +82.4% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling