-55.4%
APP vs STLA
-53.0%
-2.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.8% | +6.9% | +10.7% |
| 7D | +4.5% | -0.6% | +5.2% | +4.5% |
| 30D | -3.6% | +3.6% | -7.2% | -3.7% |
| 3M | -35.3% | -20.6% | -14.6% | -36.1% |
| 6M | -42.8% | -34.3% | -8.5% | -44.2% |
| YTD | -59.7% | -57.3% | -2.4% | -63.5% |
| 1Y | -55.4% | -52.6% | -2.7% | -60.7% |
| All | -55.4% | -53.0% | -2.4% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling