-4.9%
APA vs STLA
+48.0%
-52.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +3.3% |
| 7D | -1.7% | +0.7% | -2.4% | -2.2% |
| 30D | +15.7% | -2.4% | +18.1% | +16.3% |
| 3M | +16.5% | -23.9% | +40.3% | +30.4% |
| 6M | +35.1% | -24.6% | +59.7% | +46.9% |
| YTD | +82.2% | -50.5% | +132.7% | +139.3% |
| 1Y | +102.5% | -39.8% | +142.3% | +131.1% |
| 3Y | +10.3% | -65.6% | +75.9% | +61.1% |
| 5Y | +166.1% | -62.1% | +228.2% | +248.4% |
| 10Y | -4.9% | +47.8% | -52.7% | -29.3% |
| All | -4.9% | +48.0% | -52.9% | -29.3% |
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 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