+803.3%
APP vs STLA
-74.0%
+877.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.5% | +35.6% | +31.9% |
| 7D | +39.7% | -5.5% | +45.2% | +40.9% |
| 30D | +27.7% | -3.7% | +31.4% | +28.1% |
| 3M | -14.8% | -21.1% | +6.4% | -10.8% |
| 6M | -25.5% | -38.3% | +12.8% | -18.1% |
| YTD | -47.2% | -59.2% | +12.1% | -37.0% |
| 1Y | -42.3% | -56.7% | +14.4% | -33.1% |
| All | +803.3% | -74.0% | +877.3% | +1,048.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling