+107.2%
APA vs STLA
-53.0%
+160.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.8% | -10.7% | -6.4% |
| 7D | -13.0% | -0.6% | -12.3% | -12.9% |
| 30D | +2.0% | +3.6% | -1.6% | +2.5% |
| 3M | +24.9% | -20.6% | +45.6% | +21.6% |
| 6M | +7.2% | -34.3% | +41.5% | +1.7% |
| YTD | +87.1% | -57.3% | +144.4% | +86.4% |
| 1Y | +107.2% | -52.6% | +159.8% | +104.1% |
| All | +107.2% | -53.0% | +160.1% | +104.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling