+10.0%
APD vs STLA
-70.1%
+80.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.7% | -4.5% | +0.9% | -2.8% |
| 30D | +9.6% | -3.9% | +13.5% | +10.2% |
| 3M | +1.6% | -20.2% | +21.8% | +5.7% |
| 6M | +2.2% | -42.2% | +44.3% | +13.0% |
| YTD | +25.9% | -59.3% | +85.2% | +48.4% |
| 1Y | +20.1% | -56.1% | +76.2% | +38.7% |
| 3Y | +12.4% | -73.7% | +86.0% | +40.5% |
| All | +10.0% | -70.1% | +80.0% | +24.8% |
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 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