+66.9%
AMAT vs STRL
-22.7%
+89.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -1.5% |
| 7D | +11.4% | +15.7% | -4.3% | +5.1% |
| 30D | -17.0% | -35.5% | +18.4% | -2.7% |
| 3M | -30.6% | -47.1% | +16.5% | -12.8% |
| 6M | -14.9% | -65.8% | +50.8% | +23.2% |
| YTD | +44.7% | -4.5% | +49.2% | +38.5% |
| 1Y | +66.9% | -10.5% | +77.4% | +62.8% |
| All | +66.9% | -22.7% | +89.6% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling