+796.3%
AU vs STLA
-4.1%
+800.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -7.2% | -13.8% | +6.6% | -5.9% |
| 30D | -2.9% | -10.5% | +7.7% | -1.9% |
| 3M | -8.7% | -28.9% | +20.2% | -6.1% |
| 6M | -14.1% | -49.7% | +35.6% | -9.2% |
| YTD | +4.8% | -64.9% | +69.7% | +12.6% |
| 1Y | +11.9% | -64.0% | +75.9% | +19.8% |
| 3Y | +513.8% | -77.4% | +591.2% | +577.6% |
| 5Y | +379.3% | -74.4% | +453.7% | +414.9% |
| All | +796.3% | -4.1% | +800.4% | +882.4% |
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