+27.9%
APD vs STZ
-33.3%
+61.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.2% | -1.9% | -0.3% | -1.7% |
| 30D | +2.1% | -1.9% | +4.0% | +2.6% |
| 3M | +7.2% | -6.2% | +13.4% | +8.7% |
| 6M | +11.2% | -14.0% | +25.3% | +15.0% |
| YTD | +24.4% | -5.1% | +29.5% | +24.6% |
| 1Y | +6.7% | -9.6% | +16.2% | +8.2% |
| 3Y | +9.2% | -47.2% | +56.5% | +28.6% |
| All | +27.9% | -33.3% | +61.2% | +38.1% |
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