+247.7%
APH vs STZ
-36.0%
+283.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.4% |
| 7D | -12.7% | +11.8% | -24.5% | -11.9% |
| 30D | -19.2% | +26.0% | -45.1% | -18.1% |
| 3M | -16.7% | +11.5% | -28.2% | -15.8% |
| 6M | +5.1% | -2.0% | +7.1% | +6.5% |
| YTD | +6.6% | +7.9% | -1.3% | +7.1% |
| 1Y | +3.9% | +13.9% | -10.0% | +4.1% |
| All | +247.7% | -36.0% | +283.8% | +267.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling