+1,326.9%
AAPL vs STLA
+0.5%
+1,326.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.6% | +3.0% |
| 7D | +1.8% | -11.6% | +13.4% | +5.2% |
| 30D | +4.3% | -6.2% | +10.5% | +5.6% |
| 3M | +16.6% | -24.6% | +41.2% | +24.8% |
| 6M | +21.6% | -44.9% | +66.5% | +41.5% |
| YTD | +31.2% | -62.3% | +93.4% | +66.8% |
| 1Y | +29.6% | -61.8% | +91.4% | +63.6% |
| 3Y | +93.1% | -75.3% | +168.5% | +164.0% |
| 5Y | +146.2% | -72.5% | +218.7% | +214.1% |
| 10Y | +1,326.9% | +0.8% | +1,326.1% | +1,211.0% |
| All | +1,326.9% | +0.5% | +1,326.4% | +1,211.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling