+152.7%
STZ vs ALLE
+344.1%
-191.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.6% | +4.6% |
| 7D | +13.0% | +6.7% | +6.3% | +10.2% |
| 30D | +29.4% | +25.4% | +4.0% | +18.1% |
| 3M | +11.6% | +16.9% | -5.4% | +4.6% |
| 6M | -0.2% | +46.6% | -46.8% | -15.0% |
| YTD | +8.6% | +22.4% | -13.9% | -1.3% |
| 1Y | +15.9% | +17.7% | -1.8% | +7.0% |
| 3Y | -35.4% | +96.3% | -131.8% | -52.9% |
| 5Y | -26.9% | +57.4% | -84.3% | -42.7% |
| 10Y | +7.8% | +241.0% | -233.3% | -40.3% |
| All | +152.7% | +344.1% | -191.4% | +23.8% |
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