+123.6%
STZ vs ALLY
+104.2%
+19.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.8% | +1.5% | +4.5% |
| 7D | +13.0% | +2.4% | +10.6% | +12.4% |
| 30D | +29.4% | +5.6% | +23.9% | +27.9% |
| 3M | +11.6% | -11.7% | +23.3% | +14.7% |
| 6M | -0.2% | -7.0% | +6.8% | +1.3% |
| YTD | +8.6% | -10.4% | +19.0% | +10.6% |
| 1Y | +15.9% | +2.4% | +13.6% | +14.5% |
| 3Y | -35.4% | +59.2% | -94.7% | -44.0% |
| 5Y | -26.9% | -5.0% | -21.9% | -30.8% |
| 10Y | +7.8% | +204.5% | -196.7% | -26.5% |
| All | +123.6% | +104.2% | +19.4% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling