+1,243.9%
APA vs STZ
+10,917.0%
-9,673.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +3.8% |
| 7D | +5.1% | -0.9% | +6.0% | +5.3% |
| 30D | +0.3% | +14.9% | -14.6% | -3.5% |
| 3M | +15.6% | +8.4% | +7.2% | +12.6% |
| 6M | +28.9% | +2.8% | +26.1% | +26.8% |
| YTD | +96.6% | +7.5% | +89.0% | +90.0% |
| 1Y | +95.5% | +12.5% | +83.0% | +86.7% |
| 3Y | +41.8% | -35.4% | +77.2% | +54.1% |
| 5Y | +85.4% | -29.3% | +114.7% | +96.6% |
| 10Y | +4.5% | +11.8% | -7.2% | +2.3% |
| All | +1,243.9% | +10,917.0% | -9,673.1% | +679.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling