-26.9%
STZ vs ALK
-28.8%
+1.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.8% | -3.4% | +4.1% |
| 7D | +13.0% | +12.4% | +0.6% | +11.2% |
| 30D | +29.4% | +2.1% | +27.4% | +28.9% |
| 3M | +11.6% | -23.9% | +35.5% | +15.3% |
| 6M | -0.2% | +8.2% | -8.5% | -2.0% |
| YTD | +8.6% | -20.5% | +29.0% | +10.2% |
| 1Y | +15.9% | -1.0% | +17.0% | +13.9% |
| 3Y | -35.4% | +19.2% | -54.6% | -41.7% |
| 5Y | -26.9% | -28.2% | +1.4% | -30.2% |
| All | -26.9% | -28.8% | +1.9% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling