+803.3%
APP vs STRL
+222.3%
+581.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.9% | +44.9% | +34.0% |
| 7D | +39.7% | -34.6% | +74.3% | +51.2% |
| 30D | +27.7% | -56.7% | +84.4% | +53.4% |
| 3M | -14.8% | -54.4% | +39.6% | -0.1% |
| 6M | -25.5% | -69.7% | +44.2% | -6.0% |
| YTD | -47.2% | -20.2% | -26.9% | -57.3% |
| 1Y | -42.3% | -40.6% | -1.7% | -47.4% |
| All | +803.3% | +222.3% | +581.0% | +309.3% |
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 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