+120.4%
AS vs STLA
-71.2%
+191.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.1% |
| 7D | -4.9% | +2.6% | -7.5% | -5.7% |
| 30D | -19.6% | -1.2% | -18.4% | -19.3% |
| 3M | -14.4% | -24.8% | +10.4% | -6.0% |
| 6M | -20.1% | -25.6% | +5.4% | -12.2% |
| YTD | -20.9% | -48.9% | +28.0% | -3.2% |
| 1Y | -21.9% | -38.8% | +16.9% | -13.6% |
| All | +120.4% | -71.2% | +191.6% | +200.6% |
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 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