-37.1%
APP vs STZ
+17.1%
-54.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +5.7% |
| 7D | +79.2% | +3.4% | +75.7% | +81.0% |
| 30D | +48.0% | +19.6% | +28.4% | +58.9% |
| 3M | +18.2% | +8.0% | +10.2% | +21.1% |
| 6M | -12.5% | -0.3% | -12.2% | -13.3% |
| YTD | -39.2% | +8.6% | -47.7% | -38.7% |
| All | -37.1% | +17.1% | -54.1% | -32.7% |
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