-55.4%
APP vs STRL
-30.1%
-25.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -21.5% | +32.1% | +12.5% |
| 7D | +4.5% | -27.1% | +31.6% | +7.1% |
| 30D | -3.6% | -45.8% | +42.2% | +1.6% |
| 3M | -35.3% | -47.6% | +12.4% | -31.7% |
| 6M | -42.8% | -46.4% | +3.6% | -42.9% |
| YTD | -59.7% | -7.4% | -52.3% | -67.6% |
| 1Y | -55.4% | -25.9% | -29.5% | -61.3% |
| All | -55.4% | -30.1% | -25.2% | -61.3% |
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 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