-55.4%
APP vs STZ
+14.7%
-70.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.3% | +5.4% | +12.5% |
| 7D | +4.5% | +13.0% | -8.4% | +9.5% |
| 30D | -3.6% | +29.4% | -33.0% | +6.5% |
| 3M | -35.3% | +11.6% | -46.8% | -32.5% |
| 6M | -42.8% | -0.2% | -42.6% | -43.3% |
| YTD | -59.7% | +8.6% | -68.2% | -59.5% |
| 1Y | -55.4% | +15.9% | -71.3% | -52.4% |
| All | -55.4% | +14.7% | -70.1% | -52.4% |
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 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