+98,357.3%
AMAT vs STRL
+9,673.6%
+88,683.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.9% | +0.3% | -12.5% |
| 7D | -24.3% | -34.6% | +10.3% | -21.9% |
| 30D | -39.8% | -56.7% | +16.9% | -35.9% |
| 3M | -40.2% | -54.4% | +14.2% | -36.6% |
| 6M | -22.1% | -69.7% | +47.6% | -14.9% |
| YTD | +24.7% | -20.2% | +44.9% | +26.9% |
| 1Y | +33.3% | -40.6% | +73.8% | +38.1% |
| 3Y | +133.9% | +221.7% | -87.8% | +117.3% |
| 5Y | +117.1% | +799.0% | -681.9% | +90.3% |
| 10Y | +1,158.7% | +3,451.5% | -2,292.8% | +927.6% |
| All | +98,357.3% | +9,673.6% | +88,683.7% | +80,869.3% |
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