+4,192.1%
STZ vs ARWR
-97.0%
+4,289.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.9% | +1.7% | -3.6% | -1.9% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | -6.2% | +14.9% | -21.1% | -6.3% |
| 6M | -14.0% | +32.6% | -46.6% | -14.2% |
| YTD | -5.1% | +30.0% | -35.2% | -5.3% |
| 1Y | -9.6% | +208.4% | -217.9% | -10.2% |
| 3Y | -47.2% | +208.8% | -256.0% | -47.7% |
| 5Y | -33.6% | +27.8% | -61.4% | -34.0% |
| 10Y | -9.8% | +1,107.6% | -1,117.3% | -11.9% |
| All | +4,192.1% | -97.0% | +4,289.1% | +3,940.7% |
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 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