-28.4%
STZ vs ARWR
-29.8%
+1.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -0.3% |
| 7D | +11.8% | -5.0% | +16.8% | +12.1% |
| 30D | +26.0% | -6.6% | +32.6% | +26.4% |
| 3M | +11.5% | -33.9% | +45.4% | +13.9% |
| 6M | -2.0% | -23.3% | +21.4% | -1.1% |
| YTD | +7.9% | -13.5% | +21.3% | +7.8% |
| 1Y | +13.9% | +42.5% | -28.6% | +9.8% |
| 3Y | -35.8% | +104.1% | -140.0% | -41.9% |
| 5Y | -28.4% | -28.8% | +0.4% | -34.0% |
| All | -28.4% | -29.8% | +1.4% | -34.0% |
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