+333.0%
APP vs STLA
-62.4%
+395.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +1.7% |
| 7D | +0.9% | +2.6% | -1.7% | -0.2% |
| 30D | -23.3% | -1.2% | -22.0% | -23.0% |
| 3M | -42.6% | -24.8% | -17.9% | -36.2% |
| 6M | -33.6% | -25.6% | -8.0% | -26.5% |
| YTD | -52.4% | -48.9% | -3.5% | -40.4% |
| 1Y | -35.9% | -38.8% | +2.9% | -29.2% |
| 3Y | +642.2% | -64.5% | +706.7% | +922.8% |
| All | +333.0% | -62.4% | +395.3% | +384.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling