-32.0%
APP vs STRL
-20.9%
-11.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +2.1% |
| 7D | +48.9% | +7.1% | +41.8% | +48.1% |
| 30D | +49.4% | -39.4% | +88.8% | +55.9% |
| 3M | +27.0% | -43.0% | +70.0% | +32.8% |
| 6M | -15.4% | -65.0% | +49.6% | -7.6% |
| YTD | -39.9% | -0.8% | -39.2% | -52.3% |
| 1Y | -32.0% | -20.3% | -11.7% | -41.4% |
| All | -32.0% | -20.9% | -11.1% | -41.4% |
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