-37.0%
STZ vs BAH
-26.3%
-10.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -1.3% |
| 7D | +4.9% | -3.5% | +8.5% | +5.3% |
| 30D | +20.9% | +24.3% | -3.4% | +18.4% |
| 3M | +8.0% | +16.3% | -8.3% | +6.4% |
| 6M | -5.3% | +13.6% | -18.9% | -6.8% |
| YTD | +5.9% | +3.5% | +2.4% | +4.3% |
| 1Y | +14.2% | +2.7% | +11.5% | +12.5% |
| 3Y | -37.0% | -26.6% | -10.4% | -38.2% |
| All | -37.0% | -26.3% | -10.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling