+391.7%
APP vs STZ
-38.4%
+430.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +0.9% | -1.9% | +2.8% | +1.2% |
| 30D | -23.3% | -1.9% | -21.4% | -23.1% |
| 3M | -42.6% | -6.2% | -36.4% | -42.2% |
| 6M | -33.6% | -14.0% | -19.6% | -32.3% |
| YTD | -52.4% | -5.1% | -47.3% | -53.7% |
| 1Y | -35.9% | -9.6% | -26.3% | -36.8% |
| 3Y | +642.2% | -47.2% | +689.4% | +790.1% |
| 5Y | +311.1% | -33.6% | +344.7% | +346.7% |
| All | +391.7% | -38.4% | +430.1% | +468.0% |
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