-30.2%
APA vs STLA
+189.2%
-219.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -8.7% | -6.4% | -2.4% | -6.9% |
| 30D | -2.4% | -1.3% | -1.1% | -2.7% |
| 3M | +19.0% | -19.9% | +38.9% | +26.0% |
| 6M | +26.8% | -42.9% | +69.7% | +48.3% |
| YTD | +87.3% | -59.4% | +146.8% | +138.4% |
| 1Y | +92.3% | -56.8% | +149.1% | +138.4% |
| 3Y | +37.3% | -73.1% | +110.3% | +93.2% |
| 5Y | +73.2% | -70.1% | +143.3% | +128.8% |
| 10Y | -0.9% | +19.8% | -20.6% | -3.4% |
| All | -30.2% | +189.2% | -219.4% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling