-47.5%
STZ vs AHR
+364.8%
-412.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | -7.4% | -3.4% | -4.0% | -6.9% |
| 30D | -10.9% | -3.8% | -7.1% | -10.4% |
| 3M | -13.4% | +20.1% | -33.5% | -15.9% |
| 6M | -16.2% | +7.1% | -23.3% | -17.3% |
| YTD | -10.4% | +17.2% | -27.7% | -12.7% |
| 1Y | -14.8% | +30.4% | -45.2% | -18.7% |
| All | -47.5% | +364.8% | -412.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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