+29.0%
APD vs STZ
-35.4%
+64.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +2.2% | 0.0% | +2.1% | +2.2% |
| 30D | +9.4% | +14.7% | -5.3% | +6.5% |
| 3M | +4.7% | +8.8% | -4.1% | +2.8% |
| 6M | +5.5% | +3.1% | +2.4% | +4.5% |
| YTD | +31.4% | +7.9% | +23.5% | +28.3% |
| 1Y | +24.1% | +14.2% | +9.9% | +19.6% |
| All | +29.0% | -35.4% | +64.3% | +35.3% |
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 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