+192.1%
STZ vs ALM
+7,705.7%
-7,513.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.9% | -2.6% | +0.7% | -1.9% |
| 30D | -1.9% | +32.0% | -33.9% | -2.0% |
| 3M | -6.2% | -15.0% | +8.8% | -6.2% |
| 6M | -14.0% | -10.1% | -3.9% | -14.0% |
| YTD | -5.1% | +99.4% | -104.6% | -5.4% |
| 1Y | -9.6% | +316.4% | -325.9% | -10.1% |
| 3Y | -47.2% | +2,022.0% | -2,069.2% | -47.9% |
| 5Y | -33.6% | +941.2% | -974.8% | -34.4% |
| 10Y | -9.8% | +2,950.3% | -2,960.1% | -11.3% |
| All | +192.1% | +7,705.7% | -7,513.7% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling