-4.9%
APA vs STZ
-14.3%
+9.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +5.0% |
| 7D | -1.7% | -7.4% | +5.7% | +2.5% |
| 30D | +15.7% | -10.9% | +26.6% | +22.8% |
| 3M | +16.5% | -13.4% | +29.9% | +25.0% |
| 6M | +35.1% | -16.2% | +51.3% | +46.0% |
| YTD | +82.2% | -10.4% | +92.7% | +86.9% |
| 1Y | +102.5% | -14.8% | +117.2% | +112.5% |
| 3Y | +10.3% | -50.1% | +60.5% | +56.9% |
| 5Y | +166.1% | -38.8% | +204.9% | +219.1% |
| 10Y | -4.9% | -14.1% | +9.2% | -6.5% |
| All | -4.9% | -14.3% | +9.4% | -6.5% |
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