-29.4%
STZ vs ALC
-11.2%
-18.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | +4.9% | +4.9% | 0.0% | +3.5% |
| 30D | +20.9% | +19.0% | +1.9% | +15.3% |
| 3M | +8.0% | +7.8% | +0.2% | +5.8% |
| 6M | -5.3% | +14.6% | -19.9% | -8.7% |
| YTD | +5.9% | -4.4% | +10.4% | +6.3% |
| 1Y | +14.2% | +1.4% | +12.8% | +12.7% |
| 3Y | -37.0% | +2.5% | -39.5% | -38.8% |
| All | -29.4% | -11.2% | -18.2% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling