+5.8%
APA vs STLA
-64.3%
+70.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.5% |
| 7D | +0.5% | +2.6% | -2.0% | -0.1% |
| 30D | +23.4% | -1.2% | +24.6% | +23.5% |
| 3M | +12.7% | -24.8% | +37.5% | +19.5% |
| 6M | +39.4% | -25.6% | +65.0% | +45.7% |
| YTD | +79.0% | -48.9% | +127.9% | +109.3% |
| 1Y | +88.8% | -38.8% | +127.6% | +101.0% |
| All | +5.8% | -64.3% | +70.1% | +28.8% |
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