+48.1%
APA vs STLA
-77.1%
+125.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.8% |
| 7D | +8.5% | -13.8% | +22.3% | +11.6% |
| 30D | +2.8% | -10.5% | +13.3% | +4.4% |
| 3M | +21.7% | -28.9% | +50.6% | +29.2% |
| 6M | +32.6% | -49.7% | +82.4% | +51.7% |
| YTD | +103.7% | -64.9% | +168.6% | +157.1% |
| 1Y | +101.8% | -64.0% | +165.8% | +151.0% |
| 3Y | +48.1% | -77.4% | +125.5% | +87.2% |
| All | +48.1% | -77.1% | +125.2% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling