-29.4%
STZ vs ALM
+396.4%
-425.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | +4.9% | -6.7% | +11.6% | +5.0% |
| 30D | +20.9% | -32.9% | +53.8% | +21.4% |
| 3M | +8.0% | -39.5% | +47.5% | +8.4% |
| 6M | -5.3% | -62.0% | +56.7% | -4.3% |
| YTD | +5.9% | -7.8% | +13.8% | +4.8% |
| 1Y | +14.2% | +26.7% | -12.5% | +12.3% |
| 3Y | -37.0% | +825.4% | -862.3% | -42.8% |
| All | -29.4% | +396.4% | -425.8% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling