-37.0%
APP vs STLA
-56.7%
+19.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +9.9% |
| 7D | +71.2% | -4.5% | +75.7% | +70.8% |
| 30D | +39.1% | -3.9% | +43.0% | +38.7% |
| 3M | +16.5% | -20.2% | +36.7% | +15.4% |
| 6M | -16.6% | -42.2% | +25.6% | -20.1% |
| YTD | -41.9% | -59.3% | +17.4% | -47.9% |
| 1Y | -37.0% | -56.1% | +19.0% | -45.2% |
| All | -37.0% | -56.7% | +19.7% | -45.2% |
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