+1,023.5%
STZ vs BUD
+201.1%
+822.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | -1.9% | -5.7% | +3.8% | +0.7% |
| 3M | -6.2% | +3.1% | -9.4% | -7.6% |
| 6M | -14.0% | +7.9% | -21.9% | -17.2% |
| YTD | -5.1% | +27.3% | -32.4% | -15.3% |
| 1Y | -9.6% | +37.8% | -47.4% | -22.3% |
| 3Y | -47.2% | +49.8% | -97.1% | -57.0% |
| 5Y | -33.6% | +43.8% | -77.4% | -46.5% |
| 10Y | -9.8% | -22.6% | +12.9% | -6.8% |
| All | +1,023.5% | +201.1% | +822.4% | +477.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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