+69.8%
APA vs STZ
-29.7%
+99.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.1% |
| 7D | -15.5% | +4.9% | -20.4% | -16.9% |
| 30D | +2.4% | +20.9% | -18.5% | -3.5% |
| 3M | +22.8% | +8.0% | +14.8% | +19.2% |
| 6M | +17.9% | -5.3% | +23.2% | +19.0% |
| YTD | +87.7% | +5.9% | +81.8% | +79.8% |
| 1Y | +94.2% | +14.2% | +80.0% | +80.6% |
| 3Y | +27.2% | -37.0% | +64.2% | +43.5% |
| All | +69.8% | -29.7% | +99.5% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling