+1,055.5%
APH vs STZ
-9.2%
+1,064.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +5.0% | -1.9% | +6.9% | +5.5% |
| 30D | -3.9% | -1.9% | -2.0% | -3.6% |
| 3M | +13.0% | -6.2% | +19.2% | +14.3% |
| 6M | +25.2% | -14.0% | +39.2% | +29.5% |
| YTD | +22.9% | -5.1% | +28.1% | +22.3% |
| 1Y | +47.8% | -9.6% | +57.4% | +48.7% |
| 3Y | +283.0% | -47.2% | +330.3% | +356.8% |
| 5Y | +349.7% | -33.6% | +383.2% | +384.8% |
| All | +1,055.5% | -9.2% | +1,064.7% | +983.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling