+67.0%
APO vs STZ
-29.7%
+96.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.1% |
| 7D | +0.8% | +4.9% | -4.1% | -0.6% |
| 30D | +1.0% | +20.9% | -19.8% | -4.8% |
| 3M | -8.4% | +8.0% | -16.4% | -10.7% |
| 6M | -9.1% | -5.3% | -3.8% | -7.9% |
| YTD | -18.3% | +5.9% | -24.3% | -21.9% |
| 1Y | -8.0% | +14.2% | -22.2% | -14.7% |
| 3Y | +47.1% | -37.0% | +84.0% | +69.4% |
| All | +67.0% | -29.7% | +96.7% | +80.9% |
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 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