-35.8%
STZ vs ALM
+806.0%
-841.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +8.9% | -0.6% |
| 7D | +11.8% | -14.5% | +26.3% | +11.8% |
| 30D | +26.0% | -39.0% | +65.0% | +26.2% |
| 3M | +11.5% | -40.3% | +51.8% | +11.6% |
| 6M | -2.0% | -60.3% | +58.3% | -1.5% |
| YTD | +7.9% | -9.8% | +17.6% | +6.8% |
| 1Y | +13.9% | +30.8% | -16.8% | +12.2% |
| All | -35.8% | +806.0% | -841.8% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling