+520.8%
APP vs STZ
-30.2%
+551.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +48.9% | -0.9% | +49.9% | +49.1% |
| 30D | +49.4% | +14.9% | +34.5% | +46.2% |
| 3M | +27.0% | +8.4% | +18.6% | +25.2% |
| 6M | -15.4% | +2.8% | -18.2% | -16.1% |
| YTD | -39.9% | +7.5% | -47.5% | -42.7% |
| 1Y | -32.0% | +12.5% | -44.5% | -36.2% |
| 3Y | +824.3% | -35.4% | +859.8% | +936.2% |
| 5Y | +252.4% | -29.3% | +281.7% | +283.5% |
| All | +520.8% | -30.2% | +551.0% | +603.1% |
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