+653.5%
APP vs STRL
+484.5%
+169.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.5% | +0.6% |
| 7D | +0.9% | +3.4% | -2.5% | -0.1% |
| 30D | -23.3% | -9.2% | -14.0% | -21.5% |
| 3M | -42.6% | -51.0% | +8.4% | -31.5% |
| 6M | -33.6% | +15.8% | -49.4% | -46.1% |
| YTD | -52.4% | +58.9% | -111.3% | -66.6% |
| 1Y | -35.9% | +68.5% | -104.4% | -57.6% |
| All | +653.5% | +484.5% | +169.0% | +195.7% |
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