+137.0%
APO vs STZ
-36.5%
+173.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | +0.4% |
| 7D | +0.1% | -7.4% | +7.5% | +2.6% |
| 30D | +3.9% | -10.9% | +14.8% | +7.7% |
| 3M | +3.8% | -13.4% | +17.2% | +8.3% |
| 6M | +22.3% | -16.2% | +38.5% | +28.2% |
| YTD | -7.8% | -10.4% | +2.6% | -7.0% |
| 1Y | -0.3% | -14.8% | +14.4% | +2.4% |
| 3Y | +57.1% | -50.1% | +107.3% | +100.6% |
| 5Y | +137.0% | -38.8% | +175.8% | +153.2% |
| All | +137.0% | -36.5% | +173.5% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling