-35.8%
STZ vs ALC
+4.5%
-40.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | +11.8% | +7.6% | +4.2% | +9.5% |
| 30D | +26.0% | +21.1% | +4.8% | +19.4% |
| 3M | +11.5% | +8.5% | +3.1% | +8.9% |
| 6M | -2.0% | +2.8% | -4.8% | -3.5% |
| YTD | +7.9% | -2.4% | +10.3% | +7.3% |
| 1Y | +13.9% | +3.5% | +10.4% | +11.4% |
| All | -35.8% | +4.5% | -40.3% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling