-0.7%
APA vs STZ
+9.8%
-10.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | -15.5% | +4.9% | -20.4% | -18.3% |
| 30D | +2.4% | +20.9% | -18.5% | -8.9% |
| 3M | +22.8% | +8.0% | +14.8% | +15.7% |
| 6M | +17.9% | -5.3% | +23.2% | +19.0% |
| YTD | +87.7% | +5.9% | +81.8% | +73.2% |
| 1Y | +94.2% | +14.2% | +80.0% | +70.3% |
| 3Y | +27.2% | -37.0% | +64.2% | +55.9% |
| 5Y | +74.1% | -29.7% | +103.8% | +91.7% |
| All | -0.7% | +9.8% | -10.5% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling