+292.6%
APP vs STLA
-70.1%
+362.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +9.9% |
| 7D | +71.2% | -4.5% | +75.7% | +73.2% |
| 30D | +39.1% | -3.9% | +43.0% | +39.8% |
| 3M | +16.5% | -20.2% | +36.7% | +25.3% |
| 6M | -16.6% | -42.2% | +25.6% | +1.2% |
| YTD | -41.9% | -59.3% | +17.4% | -21.6% |
| 1Y | -37.0% | -56.1% | +19.0% | -19.1% |
| 3Y | +892.4% | -73.7% | +966.1% | +1,471.3% |
| All | +292.6% | -70.1% | +362.7% | +349.5% |
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