+1,162.1%
AMAT vs STRL
+3,580.1%
-2,418.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.0% |
| 7D | -14.7% | -26.9% | +12.2% | -5.8% |
| 30D | -36.1% | -52.7% | +16.6% | -18.2% |
| 3M | -36.9% | -52.8% | +16.0% | -19.5% |
| 6M | -22.2% | -71.5% | +49.3% | +16.5% |
| YTD | +29.9% | -17.4% | +47.4% | +32.3% |
| 1Y | +43.3% | -35.0% | +78.2% | +56.3% |
| 3Y | +142.7% | +239.2% | -96.6% | +46.3% |
| 5Y | +126.2% | +830.2% | -704.0% | -4.5% |
| All | +1,162.1% | +3,580.1% | -2,418.0% | +304.5% |
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