+1,111.0%
AMAT vs STRL
+3,456.6%
-2,345.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.9% | +0.3% | -8.8% |
| 7D | -24.3% | -34.6% | +10.3% | -13.1% |
| 30D | -39.8% | -56.7% | +16.9% | -20.6% |
| 3M | -40.2% | -54.4% | +14.2% | -22.8% |
| 6M | -22.1% | -69.7% | +47.6% | +14.4% |
| YTD | +24.7% | -20.2% | +44.9% | +28.4% |
| 1Y | +33.3% | -40.6% | +73.8% | +49.8% |
| 3Y | +133.9% | +221.7% | -87.8% | +43.4% |
| 5Y | +117.1% | +799.0% | -681.9% | -7.3% |
| All | +1,111.0% | +3,456.6% | -2,345.6% | +292.6% |
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