+106,949.4%
AAPL vs STRL
+12,054.0%
+94,895.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.8% |
| 7D | +1.8% | +7.1% | -5.4% | +1.3% |
| 30D | +4.3% | -39.4% | +43.7% | +6.5% |
| 3M | +16.6% | -43.0% | +59.6% | +19.2% |
| 6M | +21.6% | -65.0% | +86.6% | +26.6% |
| YTD | +31.2% | -0.8% | +31.9% | +28.4% |
| 1Y | +29.6% | -20.3% | +49.8% | +28.0% |
| 3Y | +93.1% | +356.5% | -263.4% | +72.4% |
| 5Y | +146.2% | +952.8% | -806.6% | +109.6% |
| 10Y | +1,326.9% | +3,877.1% | -2,550.2% | +1,020.9% |
| All | +106,949.4% | +12,054.0% | +94,895.4% | +71,708.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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