+11.8%
STZ vs ALK
-41.4%
+53.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.7% |
| 7D | -0.9% | +2.6% | -3.5% | -1.5% |
| 30D | +14.9% | +7.8% | +7.1% | +12.9% |
| 3M | +8.4% | -15.2% | +23.7% | +11.8% |
| 6M | +2.8% | +5.0% | -2.2% | +0.4% |
| YTD | +7.5% | -18.4% | +26.0% | +9.4% |
| 1Y | +12.5% | -2.4% | +14.9% | +9.7% |
| 3Y | -35.4% | +19.8% | -55.2% | -43.6% |
| 5Y | -29.3% | -27.8% | -1.5% | -31.7% |
| 10Y | +11.8% | -42.0% | +53.7% | +0.8% |
| All | +11.8% | -41.4% | +53.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling