+803.3%
APP vs STZ
-36.0%
+839.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.6% | +31.7% | +31.0% |
| 7D | +39.7% | +11.8% | +27.9% | +41.1% |
| 30D | +27.7% | +26.0% | +1.8% | +30.1% |
| 3M | -14.8% | +11.5% | -26.3% | -13.9% |
| 6M | -25.5% | -2.0% | -23.6% | -25.3% |
| YTD | -47.2% | +7.9% | -55.0% | -47.9% |
| 1Y | -42.3% | +13.9% | -56.2% | -43.5% |
| All | +803.3% | -36.0% | +839.4% | +834.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling