+69.8%
APA vs STLA
-70.1%
+139.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.7% |
| 7D | -15.5% | -4.5% | -11.0% | -14.5% |
| 30D | +2.4% | -3.9% | +6.3% | +2.9% |
| 3M | +22.8% | -20.2% | +43.0% | +29.5% |
| 6M | +17.9% | -42.2% | +60.1% | +35.9% |
| YTD | +87.7% | -59.3% | +147.0% | +139.6% |
| 1Y | +94.2% | -56.1% | +150.2% | +138.6% |
| 3Y | +27.2% | -73.7% | +100.9% | +79.8% |
| All | +69.8% | -70.1% | +139.9% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling