+506.6%
APP vs STZ
-29.5%
+536.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +61.1% | +5.3% | +55.8% | +59.9% |
| 30D | +42.8% | +19.6% | +23.2% | +38.8% |
| 3M | +16.7% | +10.0% | +6.7% | +14.8% |
| 6M | -15.6% | -0.3% | -15.3% | -15.8% |
| YTD | -41.3% | +8.6% | -49.9% | -44.1% |
| 1Y | -39.3% | +16.6% | -55.9% | -43.7% |
| 3Y | +803.2% | -34.8% | +838.0% | +911.2% |
| 5Y | +313.2% | -27.8% | +341.0% | +346.9% |
| All | +506.6% | -29.5% | +536.1% | +586.1% |
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