+101.2%
APA vs STZ
+12.3%
+89.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +3.6% |
| 7D | +5.1% | -0.9% | +6.0% | +5.1% |
| 30D | +0.3% | +14.9% | -14.6% | -0.7% |
| 3M | +15.6% | +8.4% | +7.2% | +14.6% |
| 6M | +28.9% | +2.8% | +26.1% | +28.7% |
| YTD | +96.6% | +7.5% | +89.0% | +82.9% |
| All | +101.2% | +12.3% | +89.0% | +87.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling