+446.2%
APP vs STRL
+1,062.4%
-616.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.9% | +44.9% | +34.5% |
| 7D | +39.7% | -34.6% | +74.3% | +52.9% |
| 30D | +27.7% | -56.7% | +84.4% | +57.0% |
| 3M | -14.8% | -54.4% | +39.6% | +1.9% |
| 6M | -25.5% | -69.7% | +44.2% | -3.4% |
| YTD | -47.2% | -20.2% | -26.9% | -56.3% |
| 1Y | -42.3% | -40.6% | -1.7% | -46.4% |
| 3Y | +806.8% | +221.7% | +585.1% | +292.7% |
| 5Y | +261.6% | +799.0% | -537.3% | -9.5% |
| All | +446.2% | +1,062.4% | -616.3% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling