+8.1%
APA vs STZ
-47.2%
+55.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +0.5% | -1.9% | +2.5% | +0.9% |
| 30D | +23.4% | -1.9% | +25.3% | +23.6% |
| 3M | +12.7% | -6.2% | +18.9% | +13.7% |
| 6M | +39.4% | -14.0% | +53.4% | +42.9% |
| YTD | +79.0% | -5.1% | +84.1% | +77.9% |
| 1Y | +88.8% | -9.6% | +98.4% | +89.6% |
| All | +8.1% | -47.2% | +55.3% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling