+3.0%
STZ vs ALLY
+194.4%
-191.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +11.8% | -1.1% | +12.9% | +12.1% |
| 30D | +26.0% | +4.2% | +21.8% | +24.8% |
| 3M | +11.5% | -12.4% | +23.9% | +15.0% |
| 6M | -2.0% | -8.7% | +6.7% | 0.0% |
| YTD | +7.9% | -11.6% | +19.5% | +10.3% |
| 1Y | +13.9% | +0.2% | +13.8% | +13.0% |
| 3Y | -35.8% | +57.1% | -92.9% | -44.8% |
| 5Y | -28.4% | -6.8% | -21.6% | -32.0% |
| All | +3.0% | +194.4% | -191.4% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling