+4,810.5%
STZ vs ARWR
-97.9%
+4,908.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| 6M | -0.2% | -19.3% | +19.1% | -0.2% |
| YTD | +8.6% | -7.1% | +15.7% | +8.5% |
| 1Y | +15.9% | +62.9% | -46.9% | +15.5% |
| 3Y | -35.4% | +119.0% | -154.4% | -35.9% |
| 5Y | -26.9% | -24.4% | -2.5% | -27.2% |
| 10Y | +7.8% | +985.4% | -977.6% | +5.4% |
| All | +4,810.5% | -97.9% | +4,908.4% | +4,531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling