+1.1%
STZ vs ARWR
+906.2%
-905.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | +4.9% | -2.9% | +7.8% | +5.1% |
| 30D | +20.9% | -5.4% | +26.3% | +21.2% |
| 3M | +8.0% | -32.2% | +40.2% | +10.6% |
| 6M | -5.3% | -26.5% | +21.2% | -3.9% |
| YTD | +5.9% | -12.4% | +18.3% | +5.8% |
| 1Y | +14.2% | +46.9% | -32.7% | +9.5% |
| 3Y | -37.0% | +116.0% | -152.9% | -43.3% |
| 5Y | -29.7% | -28.0% | -1.7% | -33.2% |
| All | +1.1% | +906.2% | -905.1% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling