+635.8%
STZ vs BAH
+886.2%
-250.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -1.9% | -3.2% | +1.3% | -1.2% |
| 30D | -1.9% | +2.0% | -3.9% | -2.3% |
| 3M | -6.2% | -7.6% | +1.4% | -4.9% |
| 6M | -14.0% | -5.7% | -8.3% | -13.6% |
| YTD | -5.1% | -11.7% | +6.6% | -4.1% |
| 1Y | -9.6% | -27.4% | +17.8% | -4.6% |
| 3Y | -47.2% | -32.5% | -14.7% | -45.5% |
| 5Y | -33.6% | -3.3% | -30.2% | -38.6% |
| 10Y | -9.8% | +186.0% | -195.8% | -35.2% |
| All | +635.8% | +886.2% | -250.4% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling