+883.4%
APH vs STZ
+3.4%
+880.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.6% |
| 7D | -5.9% | +4.9% | -10.8% | -7.3% |
| 30D | -14.8% | +20.9% | -35.7% | -19.6% |
| 3M | -12.4% | +8.0% | -20.4% | -15.0% |
| 6M | +8.1% | -5.3% | +13.4% | +8.5% |
| YTD | +10.9% | +5.9% | +5.0% | +6.3% |
| 1Y | +8.8% | +14.2% | -5.4% | +1.4% |
| 3Y | +262.1% | -37.0% | +299.0% | +304.8% |
| 5Y | +283.1% | -29.7% | +312.8% | +306.5% |
| All | +883.4% | +3.4% | +880.0% | +805.9% |
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