+14.2%
STZ vs ARWR
+44.4%
-30.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +4.9% | -2.9% | +7.8% | +4.9% |
| 30D | +20.9% | -5.4% | +26.3% | +20.9% |
| 3M | +8.0% | -32.2% | +40.2% | +8.1% |
| 6M | -5.3% | -26.5% | +21.2% | -5.1% |
| YTD | +5.9% | -12.4% | +18.3% | +5.5% |
| 1Y | +14.2% | +46.9% | -32.7% | +12.5% |
| All | +14.2% | +44.4% | -30.2% | +12.5% |
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