+15.9%
STZ vs ARWR
+59.7%
-43.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.8% | +5.3% |
| 7D | +13.0% | +2.4% | +10.6% | +13.0% |
| 30D | +29.4% | -1.1% | +30.5% | +29.4% |
| 3M | +11.6% | -31.2% | +42.8% | +11.9% |
| 6M | -0.2% | -19.3% | +19.1% | -0.1% |
| YTD | +8.6% | -7.1% | +15.7% | +8.0% |
| 1Y | +15.9% | +62.9% | -46.9% | +11.5% |
| All | +15.9% | +59.7% | -43.8% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling