+634.5%
APD vs STLA
+189.9%
+444.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.7% | -4.5% | +0.9% | -2.9% |
| 30D | +9.6% | -3.9% | +13.5% | +10.1% |
| 3M | +1.6% | -20.2% | +21.8% | +5.2% |
| 6M | +2.2% | -42.2% | +44.3% | +11.6% |
| YTD | +25.9% | -59.3% | +85.2% | +44.8% |
| 1Y | +20.1% | -56.1% | +76.2% | +36.0% |
| 3Y | +12.4% | -73.7% | +86.0% | +35.8% |
| 5Y | +11.1% | -70.3% | +81.4% | +28.9% |
| 10Y | +190.1% | +23.1% | +167.1% | +166.4% |
| All | +634.5% | +189.9% | +444.6% | +552.5% |
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