+60.7%
APO vs STLA
-64.4%
+125.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -1.0% | +2.6% | -3.6% | -1.7% |
| 30D | +3.5% | -1.2% | +4.7% | +3.7% |
| 3M | +4.5% | -24.8% | +29.3% | +11.8% |
| 6M | +22.8% | -25.6% | +48.3% | +31.0% |
| YTD | -6.5% | -48.9% | +42.4% | +9.5% |
| 1Y | +0.8% | -38.8% | +39.6% | +9.3% |
| All | +60.7% | -64.4% | +125.1% | +84.9% |
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