-12.9%
STZ vs ALC
+34.7%
-47.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | +11.8% | +7.6% | +4.2% | +8.9% |
| 30D | +26.0% | +21.1% | +4.8% | +17.5% |
| 3M | +11.5% | +8.5% | +3.1% | +8.2% |
| 6M | -2.0% | +2.8% | -4.8% | -3.6% |
| YTD | +7.9% | -2.4% | +10.3% | +7.7% |
| 1Y | +13.9% | +3.5% | +10.4% | +11.1% |
| 3Y | -35.8% | +4.2% | -40.0% | -39.2% |
| 5Y | -28.4% | -9.0% | -19.4% | -29.5% |
| All | -12.9% | +34.7% | -47.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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