+15.8%
APD vs STLA
-74.2%
+89.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +1.5% |
| 7D | +2.2% | -13.1% | +15.2% | +4.9% |
| 30D | +9.4% | -13.3% | +22.7% | +12.1% |
| 3M | +4.7% | -27.9% | +32.5% | +10.9% |
| 6M | +5.5% | -47.8% | +53.3% | +18.9% |
| YTD | +31.4% | -64.6% | +96.0% | +59.0% |
| 1Y | +24.1% | -64.0% | +88.1% | +49.3% |
| 3Y | +28.8% | -76.8% | +105.6% | +64.8% |
| 5Y | +15.8% | -74.2% | +89.9% | +35.0% |
| All | +15.8% | -74.2% | +89.9% | +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 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