+9,818.1%
STZ vs ALK
+849.0%
+8,969.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.0% |
| 7D | -1.9% | -0.7% | -1.3% | -1.8% |
| 30D | -1.9% | -19.2% | +17.3% | +1.5% |
| 3M | -6.2% | -1.5% | -4.7% | -6.5% |
| 6M | -14.0% | -13.1% | -1.0% | -13.1% |
| YTD | -5.1% | -16.4% | +11.3% | -4.0% |
| 1Y | -9.6% | -33.1% | +23.5% | -5.4% |
| 3Y | -47.2% | +0.6% | -47.9% | -50.0% |
| 5Y | -33.6% | -26.4% | -7.2% | -34.9% |
| 10Y | -9.8% | -34.2% | +24.4% | -15.2% |
| All | +9,818.1% | +849.0% | +8,969.2% | +5,328.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling