+82.9%
AA vs STLA
+189.2%
-106.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +4.8% | -6.4% | +11.2% | +7.4% |
| 30D | -0.6% | -1.3% | +0.7% | -0.6% |
| 3M | -16.3% | -19.9% | +3.7% | -10.0% |
| 6M | -33.4% | -42.9% | +9.5% | -19.1% |
| YTD | -20.7% | -59.4% | +38.7% | +6.1% |
| 1Y | +12.9% | -56.8% | +69.8% | +46.7% |
| 3Y | +75.7% | -73.1% | +148.8% | +165.8% |
| 5Y | -6.8% | -70.1% | +63.3% | +33.0% |
| 10Y | +53.6% | +19.8% | +33.9% | +53.3% |
| All | +82.9% | +189.2% | -106.3% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling