-36.3%
STZ vs AHR
+394.2%
-430.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +15.2% | +10.2% | +5.0% | +13.2% |
| 3M | +7.6% | +8.3% | -0.7% | +6.1% |
| 6M | +5.3% | +13.0% | -7.8% | +2.9% |
| YTD | +8.6% | +24.6% | -16.0% | +4.6% |
| 1Y | +15.6% | +22.2% | -6.7% | +11.5% |
| All | -36.3% | +394.2% | -430.5% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling