+15.9%
STZ vs ALLY
+4.2%
+11.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.8% | +1.5% | +4.6% |
| 7D | +13.0% | +2.4% | +10.6% | +12.3% |
| 30D | +29.4% | +5.6% | +23.9% | +28.0% |
| 3M | +11.6% | -11.7% | +23.3% | +13.6% |
| 6M | -0.2% | -7.0% | +6.8% | +0.8% |
| YTD | +8.6% | -10.4% | +19.0% | +10.5% |
| 1Y | +15.9% | +2.4% | +13.6% | +16.8% |
| All | +15.9% | +4.2% | +11.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling