-37.0%
APP vs STZ
+13.3%
-50.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +9.2% |
| 7D | +71.2% | +4.9% | +66.3% | +74.1% |
| 30D | +39.1% | +20.9% | +18.2% | +50.0% |
| 3M | +16.5% | +8.0% | +8.6% | +19.8% |
| 6M | -16.6% | -5.3% | -11.3% | -19.2% |
| YTD | -41.9% | +5.9% | -47.9% | -42.1% |
| 1Y | -37.0% | +14.2% | -51.3% | -32.7% |
| All | -37.0% | +13.3% | -50.3% | -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