+47.1%
APO vs STLA
-74.0%
+121.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.8% | -4.5% | +5.3% | +2.0% |
| 30D | +1.0% | -3.9% | +4.9% | +1.9% |
| 3M | -8.4% | -20.2% | +11.8% | -3.6% |
| 6M | -9.1% | -42.2% | +33.1% | +3.1% |
| YTD | -18.3% | -59.3% | +41.0% | +0.6% |
| 1Y | -8.0% | -56.1% | +48.1% | +10.0% |
| 3Y | +47.1% | -73.7% | +120.7% | +85.7% |
| All | +47.1% | -74.0% | +121.1% | +85.7% |
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