-35.9%
APP vs STLA
-38.0%
+2.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +2.3% |
| 7D | +0.9% | +2.6% | -1.7% | +0.9% |
| 30D | -23.3% | -1.2% | -22.0% | -23.4% |
| 3M | -42.6% | -24.8% | -17.9% | -43.7% |
| 6M | -33.6% | -25.6% | -8.0% | -34.7% |
| YTD | -52.4% | -48.9% | -3.5% | -54.6% |
| 1Y | -35.9% | -38.8% | +2.9% | -36.9% |
| All | -35.9% | -38.0% | +2.1% | -36.9% |
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 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