+887.9%
APP vs STLA
-77.1%
+965.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.1% |
| 7D | +4.6% | -13.8% | +18.3% | +7.7% |
| 30D | +56.0% | -10.5% | +66.6% | +58.4% |
| 3M | +30.8% | -28.9% | +59.7% | +39.4% |
| 6M | -9.8% | -49.7% | +39.9% | +3.6% |
| YTD | -39.3% | -64.9% | +25.6% | -25.5% |
| 1Y | -26.4% | -64.0% | +37.6% | -10.9% |
| 3Y | +887.9% | -77.4% | +965.4% | +1,184.1% |
| All | +887.9% | -77.1% | +965.1% | +1,184.1% |
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