+60.7%
APO vs STZ
-47.2%
+107.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.7% |
| 30D | +3.5% | -1.9% | +5.3% | +3.8% |
| 3M | +4.5% | -6.2% | +10.8% | +5.5% |
| 6M | +22.8% | -14.0% | +36.8% | +25.5% |
| YTD | -6.5% | -5.1% | -1.4% | -7.3% |
| 1Y | +0.8% | -9.6% | +10.4% | +1.1% |
| All | +60.7% | -47.2% | +107.9% | +81.9% |
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 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