+225.2%
AU vs STLA
+263.8%
-38.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | -3.6% | +2.6% | -6.2% | -3.8% |
| 30D | +23.9% | -1.2% | +25.1% | +23.9% |
| 3M | +19.1% | -24.8% | +43.8% | +20.8% |
| 6M | -0.2% | -25.6% | +25.4% | +1.3% |
| YTD | +32.5% | -48.9% | +81.4% | +36.0% |
| 1Y | +96.9% | -38.8% | +135.7% | +100.3% |
| 3Y | +614.7% | -64.5% | +679.3% | +642.6% |
| 5Y | +647.7% | -62.4% | +710.1% | +668.2% |
| 10Y | +679.2% | +55.4% | +623.8% | +670.8% |
| All | +225.2% | +263.8% | -38.6% | +188.1% |
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