+27.2%
APA vs STLA
-74.0%
+101.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.7% |
| 7D | -15.5% | -4.5% | -11.0% | -14.8% |
| 30D | +2.4% | -3.9% | +6.3% | +2.8% |
| 3M | +22.8% | -20.2% | +43.0% | +27.8% |
| 6M | +17.9% | -42.2% | +60.1% | +31.4% |
| YTD | +87.7% | -59.3% | +147.0% | +130.4% |
| 1Y | +94.2% | -56.1% | +150.2% | +129.8% |
| 3Y | +27.2% | -73.7% | +100.9% | +52.4% |
| All | +27.2% | -74.0% | +101.2% | +52.4% |
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