+15.1%
STZ vs ALM
+2,084.7%
-2,069.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -0.9% | -7.2% | +6.2% | -0.8% |
| 30D | +14.9% | -26.4% | +41.3% | +15.5% |
| 3M | +8.4% | -38.6% | +47.0% | +9.1% |
| 6M | +2.8% | -61.0% | +63.8% | +4.2% |
| YTD | +7.5% | -7.4% | +14.9% | +6.5% |
| 1Y | +12.5% | +14.0% | -1.4% | +10.9% |
| 3Y | -35.4% | +844.4% | -879.9% | -40.7% |
| 5Y | -29.3% | +410.8% | -440.1% | -34.8% |
| All | +15.1% | +2,084.7% | -2,069.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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