+446.2%
APP vs STLA
-65.6%
+511.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.5% | +35.6% | +32.6% |
| 7D | +39.7% | -5.5% | +45.2% | +41.9% |
| 30D | +27.7% | -3.7% | +31.4% | +28.3% |
| 3M | -14.8% | -21.1% | +6.4% | -8.1% |
| 6M | -25.5% | -38.3% | +12.8% | -12.6% |
| YTD | -47.2% | -59.2% | +12.1% | -29.5% |
| 1Y | -42.3% | -56.7% | +14.4% | -26.0% |
| 3Y | +806.8% | -74.3% | +881.1% | +1,330.6% |
| 5Y | +261.6% | -70.2% | +331.9% | +337.7% |
| All | +446.2% | -65.6% | +511.7% | +529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling