+1,123.6%
APA vs STZ
+9,621.1%
-8,497.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +0.5% | -1.9% | +2.5% | +1.0% |
| 30D | +23.4% | -1.9% | +25.3% | +23.8% |
| 3M | +12.7% | -6.2% | +18.9% | +14.1% |
| 6M | +39.4% | -14.0% | +53.4% | +43.8% |
| YTD | +79.0% | -5.1% | +84.1% | +79.4% |
| 1Y | +88.8% | -9.6% | +98.4% | +91.2% |
| 3Y | +6.4% | -47.2% | +53.6% | +22.2% |
| 5Y | +153.0% | -33.6% | +186.6% | +174.1% |
| 10Y | +7.5% | -9.8% | +17.3% | +10.8% |
| All | +1,123.6% | +9,621.1% | -8,497.5% | +636.3% |
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