-26.3%
APH vs STZ
-10.2%
-16.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.9% | -45.9% | -47.9% |
| 7D | -48.7% | -2.5% | -46.2% | -48.9% |
| 30D | -51.9% | -1.9% | -50.1% | -52.0% |
| 3M | -43.6% | -6.2% | -37.3% | -43.9% |
| 6M | -37.5% | -14.0% | -23.5% | -38.2% |
| YTD | -38.6% | -5.1% | -33.5% | -38.8% |
| 1Y | -26.3% | -9.6% | -16.8% | -27.2% |
| All | -26.3% | -10.2% | -16.2% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling