+1,315.3%
AMAT vs STRL
+4,310.8%
-2,995.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +15.0% | -3.6% | +6.2% |
| 7D | -1.1% | -13.3% | +12.3% | +3.1% |
| 30D | -26.9% | -43.3% | +16.4% | -12.0% |
| 3M | -31.2% | -46.9% | +15.7% | -15.7% |
| 6M | -14.7% | -65.6% | +50.9% | +20.1% |
| YTD | +44.7% | -5.1% | +49.8% | +40.4% |
| 1Y | +62.0% | -23.1% | +85.0% | +66.9% |
| 3Y | +165.0% | +346.8% | -181.9% | +46.3% |
| 5Y | +147.1% | +907.2% | -760.1% | +0.6% |
| 10Y | +1,315.3% | +3,988.2% | -2,672.9% | +309.2% |
| All | +1,315.3% | +4,310.8% | -2,995.5% | +309.2% |
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