-0.2%
STZ vs ADVB
-65.8%
+65.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +12.7% |
| 6M | -0.2% | -64.8% | +64.5% | -2.0% |
| All | -0.2% | -65.8% | +65.6% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling