+933.3%
APP vs STLA
-73.7%
+1,007.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +79.2% | -6.4% | +85.5% | +81.0% |
| 30D | +48.0% | -1.3% | +49.3% | +47.6% |
| 3M | +18.2% | -19.9% | +38.2% | +23.2% |
| 6M | -12.5% | -42.9% | +30.4% | -2.0% |
| YTD | -39.2% | -59.4% | +20.3% | -27.4% |
| 1Y | -33.9% | -56.8% | +23.0% | -23.2% |
| 3Y | +933.3% | -73.1% | +1,006.3% | +1,167.4% |
| All | +933.3% | -73.7% | +1,007.0% | +1,167.4% |
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