+151.1%
STZ vs ALLE
+331.3%
-180.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.5% |
| 7D | +11.8% | 0.0% | +11.7% | +11.8% |
| 30D | +26.0% | +20.6% | +5.4% | +16.7% |
| 3M | +11.5% | +11.4% | +0.1% | +6.6% |
| 6M | -2.0% | +42.5% | -44.5% | -15.6% |
| YTD | +7.9% | +18.9% | -11.0% | -0.8% |
| 1Y | +13.9% | +14.2% | -0.2% | +6.4% |
| 3Y | -35.8% | +90.7% | -126.5% | -52.6% |
| 5Y | -28.4% | +52.5% | -80.9% | -43.2% |
| 10Y | +7.1% | +231.2% | -224.1% | -40.0% |
| All | +151.1% | +331.3% | -180.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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