+720.4%
AU vs STLA
-63.6%
+784.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +0.6% | +0.4% | +0.3% | +0.6% |
| 30D | +12.3% | -5.2% | +17.5% | +12.9% |
| 3M | +29.4% | -24.9% | +54.2% | +33.7% |
| 6M | +3.2% | -25.2% | +28.4% | +6.9% |
| YTD | +31.8% | -51.4% | +83.2% | +40.5% |
| 1Y | +83.4% | -40.7% | +124.1% | +90.3% |
| 3Y | +623.1% | -66.3% | +689.4% | +710.8% |
| All | +720.4% | -63.6% | +784.0% | +740.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling