+28.6%
APD vs STLA
-75.4%
+104.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +1.5% |
| 7D | -1.2% | -11.6% | +10.5% | +0.6% |
| 30D | +11.0% | -6.2% | +17.2% | +11.9% |
| 3M | +2.6% | -24.6% | +27.2% | +6.6% |
| 6M | +4.8% | -44.9% | +49.7% | +14.0% |
| YTD | +31.0% | -62.3% | +93.2% | +50.5% |
| 1Y | +23.4% | -61.8% | +85.2% | +41.1% |
| All | +28.6% | -75.4% | +104.0% | +49.6% |
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