-12.4%
STZ vs ALC
+36.0%
-48.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.8% | -1.5% | +2.8% |
| 7D | +13.0% | +10.7% | +2.3% | +8.9% |
| 30D | +29.4% | +20.2% | +9.2% | +21.1% |
| 3M | +11.6% | +8.9% | +2.7% | +8.1% |
| 6M | -0.2% | +5.7% | -6.0% | -2.9% |
| YTD | +8.6% | -1.4% | +10.0% | +8.0% |
| 1Y | +15.9% | +4.7% | +11.2% | +12.6% |
| 3Y | -35.4% | +5.2% | -40.6% | -39.0% |
| 5Y | -26.9% | -8.3% | -18.6% | -28.1% |
| All | -12.4% | +36.0% | -48.4% | -36.0% |
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 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