+3,229.6%
APD vs STZ
+9,621.1%
-6,391.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.2% | -1.9% | -0.3% | -1.8% |
| 30D | +2.1% | -1.9% | +4.0% | +2.5% |
| 3M | +7.2% | -6.2% | +13.4% | +8.5% |
| 6M | +11.2% | -14.0% | +25.3% | +14.5% |
| YTD | +24.4% | -5.1% | +29.5% | +24.9% |
| 1Y | +6.7% | -9.6% | +16.2% | +8.1% |
| 3Y | +9.2% | -47.2% | +56.5% | +23.6% |
| 5Y | +27.4% | -33.6% | +60.9% | +36.2% |
| 10Y | +164.8% | -9.8% | +174.6% | +159.3% |
| All | +3,229.6% | +9,621.1% | -6,391.5% | +1,291.8% |
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