+500.0%
APP vs STZ
-31.2%
+531.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +10.1% |
| 7D | +71.2% | +4.9% | +66.3% | +70.0% |
| 30D | +39.1% | +20.9% | +18.2% | +34.9% |
| 3M | +16.5% | +8.0% | +8.6% | +15.0% |
| 6M | -16.6% | -5.3% | -11.3% | -16.0% |
| YTD | -41.9% | +5.9% | -47.9% | -44.5% |
| 1Y | -37.0% | +14.2% | -51.3% | -41.5% |
| 3Y | +892.4% | -37.0% | +929.4% | +1,021.5% |
| 5Y | +297.3% | -29.7% | +327.0% | +331.4% |
| All | +500.0% | -31.2% | +531.3% | +580.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling