+98.6%
APA vs STLA
-64.1%
+162.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.1% | +8.1% | +1.3% |
| 7D | +9.6% | -13.1% | +22.7% | +8.1% |
| 30D | -0.2% | -13.3% | +13.0% | -1.5% |
| 3M | +19.8% | -27.9% | +47.7% | +15.9% |
| 6M | +30.1% | -47.8% | +77.9% | +20.8% |
| YTD | +100.4% | -64.6% | +165.0% | +99.5% |
| All | +98.6% | -64.1% | +162.6% | +95.0% |
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 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