+66.8%
AA vs STLA
-77.1%
+144.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | +0.5% | -13.8% | +14.3% | +5.9% |
| 30D | -0.6% | -10.5% | +9.9% | +3.0% |
| 3M | -19.7% | -28.9% | +9.2% | -10.0% |
| 6M | -41.6% | -49.7% | +8.2% | -25.8% |
| YTD | -24.6% | -64.9% | +40.3% | +7.2% |
| 1Y | +4.9% | -64.0% | +68.9% | +46.3% |
| 3Y | +66.8% | -77.4% | +144.3% | +157.2% |
| All | +66.8% | -77.1% | +144.0% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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