-28.4%
STZ vs ALM
+390.7%
-419.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +8.9% | -0.6% |
| 7D | +11.8% | -14.5% | +26.3% | +11.9% |
| 30D | +26.0% | -39.0% | +65.0% | +26.6% |
| 3M | +11.5% | -40.3% | +51.8% | +11.9% |
| 6M | -2.0% | -60.3% | +58.3% | -1.1% |
| YTD | +7.9% | -9.8% | +17.6% | +6.8% |
| 1Y | +13.9% | +30.8% | -16.8% | +11.9% |
| 3Y | -35.8% | +772.4% | -808.3% | -41.7% |
| 5Y | -28.4% | +390.7% | -419.2% | -34.5% |
| All | -28.4% | +390.7% | -419.2% | -34.5% |
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 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