+292.6%
APP vs STRL
+779.4%
-486.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +8.9% |
| 7D | +71.2% | -26.9% | +98.1% | +82.1% |
| 30D | +39.1% | -52.7% | +91.7% | +68.9% |
| 3M | +16.5% | -52.8% | +69.4% | +39.7% |
| 6M | -16.6% | -71.5% | +54.9% | +13.1% |
| YTD | -41.9% | -17.4% | -24.5% | -53.7% |
| 1Y | -37.0% | -35.0% | -2.1% | -44.3% |
| 3Y | +892.4% | +239.2% | +653.2% | +264.9% |
| All | +292.6% | +779.4% | -486.7% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling