-29.3%
STZ vs ARWR
-36.3%
+7.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -0.9% | -19.9% | +19.0% | +0.1% |
| 30D | +14.9% | -18.7% | +33.6% | +16.0% |
| 3M | +8.4% | -44.7% | +53.1% | +11.6% |
| 6M | +2.8% | -36.5% | +39.3% | +4.7% |
| YTD | +7.5% | -25.7% | +33.2% | +8.2% |
| 1Y | +12.5% | +18.9% | -6.4% | +9.4% |
| 3Y | -35.4% | +83.1% | -118.5% | -41.3% |
| 5Y | -29.3% | -34.9% | +5.6% | -34.1% |
| All | -29.3% | -36.3% | +7.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling