+506.6%
APP vs STLA
-67.0%
+573.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -2.2% |
| 7D | +61.1% | -4.9% | +66.0% | +63.4% |
| 30D | +42.8% | -4.9% | +47.7% | +43.9% |
| 3M | +16.7% | -23.7% | +40.3% | +27.2% |
| 6M | -15.6% | -45.0% | +29.4% | +3.7% |
| YTD | -41.3% | -60.9% | +19.6% | -20.6% |
| 1Y | -39.3% | -58.9% | +19.6% | -20.5% |
| 3Y | +803.2% | -74.4% | +877.6% | +1,311.6% |
| 5Y | +313.2% | -71.5% | +384.7% | +407.6% |
| All | +506.6% | -67.0% | +573.6% | +609.3% |
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