+88.5%
APA vs STZ
+14.2%
+74.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.7% |
| 7D | -15.5% | +4.9% | -20.4% | -15.8% |
| 30D | +2.4% | +20.9% | -18.5% | +0.8% |
| 3M | +22.8% | +8.0% | +14.8% | +21.5% |
| 6M | +17.9% | -5.3% | +23.2% | +19.0% |
| YTD | +87.7% | +5.9% | +81.8% | +74.4% |
| All | +88.5% | +14.2% | +74.3% | +68.8% |
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