+1,237.1%
AAPL vs STLA
+46.8%
+1,190.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -3.0% | +0.4% | -3.3% | -3.1% |
| 30D | +2.3% | -5.2% | +7.5% | +3.6% |
| 3M | +8.6% | -24.9% | +33.5% | +16.8% |
| 6M | +21.6% | -25.2% | +46.7% | +30.2% |
| YTD | +16.3% | -51.4% | +67.7% | +38.4% |
| 1Y | +35.1% | -40.7% | +75.8% | +49.7% |
| 3Y | +79.4% | -66.3% | +145.6% | +123.9% |
| 5Y | +109.8% | -63.2% | +173.1% | +147.4% |
| 10Y | +1,237.1% | +48.7% | +1,188.3% | +1,166.7% |
| All | +1,237.1% | +46.8% | +1,190.3% | +1,166.7% |
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