-2.5%
APO vs STZ
+15.6%
-18.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | +5.8% | +2.6% | +3.2% | +5.4% |
| 30D | +8.9% | +15.2% | -6.3% | +7.7% |
| 3M | -13.6% | +7.6% | -21.3% | -14.2% |
| 6M | -5.4% | +5.3% | -10.7% | -6.1% |
| YTD | -13.6% | +8.6% | -22.3% | -18.5% |
| 1Y | -2.5% | +15.6% | -18.1% | -9.6% |
| All | -2.5% | +15.6% | -18.0% | -9.6% |
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