+140,133.4%
AMAT vs STRL
+19,359.6%
+120,773.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.4% | +3.9% |
| 7D | -1.5% | +3.4% | -4.9% | -1.7% |
| 30D | -14.8% | -9.2% | -5.6% | -14.2% |
| 3M | -9.3% | -51.0% | +41.8% | -4.4% |
| 6M | +27.4% | +15.8% | +11.6% | +25.8% |
| YTD | +77.6% | +58.9% | +18.7% | +71.8% |
| 1Y | +188.9% | +68.5% | +120.4% | +178.3% |
| 3Y | +202.3% | +485.2% | -282.9% | +168.2% |
| 5Y | +248.9% | +2,005.1% | -1,756.2% | +188.4% |
| 10Y | +1,585.2% | +7,118.0% | -5,532.7% | +1,205.9% |
| All | +140,133.4% | +19,359.6% | +120,773.8% | +109,515.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling