+153.1%
AMAT vs STRL
+340.9%
-187.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.5% | -19.8% | +17.4% | +5.0% |
| 30D | -26.5% | -43.6% | +17.0% | -9.9% |
| 3M | -28.6% | -45.2% | +16.6% | -12.0% |
| 6M | -14.2% | -65.7% | +51.5% | +24.0% |
| YTD | +45.5% | -5.4% | +50.9% | +41.0% |
| 1Y | +59.3% | -24.7% | +84.0% | +66.0% |
| 3Y | +153.1% | +335.0% | -181.9% | +47.7% |
| All | +153.1% | +340.9% | -187.8% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling