+1,321.9%
AMAT vs STRL
+3,697.3%
-2,375.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -1.7% |
| 7D | +11.4% | +15.7% | -4.3% | +6.0% |
| 30D | -17.0% | -35.5% | +18.4% | -4.3% |
| 3M | -30.6% | -47.1% | +16.5% | -14.8% |
| 6M | -14.9% | -65.8% | +50.8% | +20.0% |
| YTD | +44.7% | -4.5% | +49.2% | +40.1% |
| 1Y | +66.9% | -10.5% | +77.4% | +64.3% |
| 3Y | +153.3% | +340.6% | -187.3% | +40.4% |
| 5Y | +146.2% | +911.0% | -764.8% | 0.0% |
| All | +1,321.9% | +3,697.3% | -2,375.4% | +305.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling