+123.4%
AS vs STLA
-80.2%
+203.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -4.9% | -13.8% | +8.9% | -0.1% |
| 30D | +3.9% | -10.5% | +14.4% | +7.4% |
| 3M | -9.6% | -28.9% | +19.3% | +0.6% |
| 6M | -8.7% | -49.7% | +41.1% | +14.0% |
| YTD | -19.8% | -64.9% | +45.1% | +10.6% |
| 1Y | -1.5% | -64.0% | +62.5% | +33.6% |
| All | +123.4% | -80.2% | +203.7% | +243.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling