-35.8%
STZ vs ALK
+15.2%
-51.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | +11.8% | +7.1% | +4.7% | +10.9% |
| 30D | +26.0% | -3.0% | +29.0% | +26.2% |
| 3M | +11.5% | -25.6% | +37.2% | +14.7% |
| 6M | -2.0% | +0.5% | -2.5% | -2.5% |
| YTD | +7.9% | -23.1% | +30.9% | +9.5% |
| 1Y | +13.9% | -7.5% | +21.5% | +13.3% |
| All | -35.8% | +15.2% | -51.1% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling