+528.8%
APP vs STLA
-65.7%
+594.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +79.2% | -6.4% | +85.5% | +82.4% |
| 30D | +48.0% | -1.3% | +49.3% | +47.2% |
| 3M | +18.2% | -19.9% | +38.2% | +26.6% |
| 6M | -12.5% | -42.9% | +30.4% | +6.1% |
| YTD | -39.2% | -59.4% | +20.3% | -18.8% |
| 1Y | -33.9% | -56.8% | +23.0% | -15.0% |
| 3Y | +933.3% | -73.1% | +1,006.3% | +1,478.6% |
| 5Y | +295.9% | -70.1% | +365.9% | +379.3% |
| All | +528.8% | -65.7% | +594.6% | +625.6% |
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