+1,648.7%
APO vs STZ
+802.3%
+846.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +8.1% | +5.3% | +2.8% | +6.2% |
| 30D | +3.4% | +19.6% | -16.1% | -3.0% |
| 3M | -6.6% | +10.0% | -16.6% | -10.0% |
| 6M | -7.1% | -0.3% | -6.8% | -7.7% |
| YTD | -14.1% | +8.6% | -22.7% | -18.4% |
| 1Y | -4.7% | +16.6% | -21.3% | -11.9% |
| 3Y | +51.3% | -34.8% | +86.1% | +70.3% |
| 5Y | +82.7% | -27.8% | +110.6% | +97.4% |
| 10Y | +845.7% | +12.5% | +833.2% | +762.9% |
| All | +1,648.7% | +802.3% | +846.4% | +850.4% |
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