+446.2%
APP vs STZ
-30.0%
+476.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.6% | +31.7% | +31.1% |
| 7D | +39.7% | +11.8% | +27.9% | +37.4% |
| 30D | +27.7% | +26.0% | +1.8% | +23.2% |
| 3M | -14.8% | +11.5% | -26.3% | -16.3% |
| 6M | -25.5% | -2.0% | -23.6% | -25.5% |
| YTD | -47.2% | +7.9% | -55.0% | -49.6% |
| 1Y | -42.3% | +13.9% | -56.2% | -46.1% |
| 3Y | +806.8% | -35.8% | +842.6% | +922.8% |
| 5Y | +261.6% | -28.4% | +290.1% | +291.8% |
| All | +446.2% | -30.0% | +476.2% | +518.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling