-44.4%
STZ vs AHR
+365.8%
-410.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -1.9% | -1.5% | -0.5% | -1.7% |
| 30D | -1.9% | -1.4% | -0.5% | -1.7% |
| 3M | -6.2% | +18.6% | -24.8% | -8.8% |
| 6M | -14.0% | +6.6% | -20.6% | -15.0% |
| YTD | -5.1% | +17.5% | -22.6% | -7.6% |
| 1Y | -9.6% | +30.9% | -40.4% | -13.8% |
| All | -44.4% | +365.8% | -410.2% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling