-46.8%
STZ vs ALC
-13.3%
-33.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | -1.9% | -2.1% | +0.2% | -1.4% |
| 30D | -1.9% | -0.1% | -1.8% | -1.8% |
| 3M | -6.2% | +5.9% | -12.1% | -7.7% |
| 6M | -14.0% | -15.9% | +1.9% | -10.5% |
| YTD | -5.1% | -10.1% | +5.0% | -3.3% |
| 1Y | -9.6% | -10.2% | +0.7% | -7.9% |
| All | -46.8% | -13.3% | -33.5% | -45.3% |
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