-23.4%
STZ vs ALC
+24.0%
-47.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -1.9% | -2.1% | +0.2% | -1.2% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | -6.2% | +5.9% | -12.1% | -8.2% |
| 6M | -14.0% | -15.9% | +1.9% | -9.1% |
| YTD | -5.1% | -10.1% | +5.0% | -2.4% |
| 1Y | -9.6% | -10.2% | +0.7% | -7.1% |
| 3Y | -47.2% | -13.6% | -33.7% | -46.3% |
| 5Y | -33.6% | -15.1% | -18.4% | -33.1% |
| All | -23.4% | +24.0% | -47.4% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling