-33.6%
APP vs STRL
+15.4%
-49.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.5% | +2.0% |
| 7D | +0.9% | +3.4% | -2.5% | +0.7% |
| 30D | -23.3% | -9.2% | -14.0% | -23.0% |
| 3M | -42.6% | -51.0% | +8.4% | -41.7% |
| 6M | -33.6% | +15.8% | -49.4% | -35.1% |
| All | -33.6% | +15.4% | -49.0% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling