+136,775.3%
APH vs STZ
+10,950.7%
+125,824.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.2% |
| 7D | -12.7% | +11.8% | -24.5% | -15.1% |
| 30D | -19.2% | +26.0% | -45.1% | -23.7% |
| 3M | -16.7% | +11.5% | -28.2% | -19.4% |
| 6M | +5.1% | -2.0% | +7.1% | +4.4% |
| YTD | +6.6% | +7.9% | -1.3% | +2.7% |
| 1Y | +3.9% | +13.9% | -10.0% | -1.3% |
| 3Y | +246.0% | -35.8% | +281.9% | +270.5% |
| 5Y | +268.0% | -28.4% | +296.4% | +282.5% |
| 10Y | +868.2% | +7.1% | +861.2% | +796.9% |
| All | +136,775.3% | +10,950.7% | +125,824.6% | +55,647.8% |
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