+949.3%
APO vs STLA
+46.8%
+902.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | +0.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -0.4% | -5.2% | +4.8% | +1.5% |
| 3M | -0.9% | -24.9% | +24.0% | +10.1% |
| 6M | +22.1% | -25.2% | +47.3% | +34.3% |
| YTD | -8.4% | -51.4% | +43.0% | +17.2% |
| 1Y | -0.9% | -40.7% | +39.7% | +14.0% |
| 3Y | +56.1% | -66.3% | +122.4% | +117.3% |
| 5Y | +136.0% | -63.2% | +199.3% | +206.5% |
| 10Y | +949.3% | +48.7% | +900.6% | +686.3% |
| All | +949.3% | +46.8% | +902.6% | +686.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling