+527.5%
APP vs STZ
-29.5%
+556.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.8% |
| 7D | +4.6% | +2.6% | +2.0% | +4.2% |
| 30D | +56.0% | +15.2% | +40.8% | +52.7% |
| 3M | +30.8% | +7.6% | +23.2% | +29.2% |
| 6M | -9.8% | +5.3% | -15.1% | -10.9% |
| YTD | -39.3% | +8.6% | -47.9% | -42.2% |
| 1Y | -26.4% | +15.6% | -42.0% | -31.5% |
| 3Y | +887.9% | -35.2% | +923.1% | +1,010.6% |
| 5Y | +264.1% | -29.1% | +293.2% | +297.1% |
| All | +527.5% | -29.5% | +556.9% | +609.6% |
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