+133.7%
AS vs STLA
-77.0%
+210.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -0.8% |
| 7D | +7.1% | -5.5% | +12.6% | +9.1% |
| 30D | +12.8% | -3.7% | +16.5% | +13.8% |
| 3M | -14.7% | -21.1% | +6.4% | -8.2% |
| 6M | -9.9% | -38.3% | +28.4% | +5.0% |
| YTD | -16.1% | -59.2% | +43.1% | +10.1% |
| 1Y | +0.2% | -56.7% | +56.8% | +27.3% |
| All | +133.7% | -77.0% | +210.7% | +241.9% |
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