+11,482.4%
STRL vs AFL
+16,645.2%
-5,162.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -19.8% | +2.1% | -21.9% | -20.3% |
| 30D | -43.6% | +10.6% | -54.1% | -45.2% |
| 3M | -45.2% | +4.4% | -49.6% | -46.0% |
| 6M | -65.7% | +13.1% | -78.8% | -67.2% |
| YTD | -5.4% | +16.6% | -22.1% | -10.4% |
| 1Y | -24.7% | +13.8% | -38.5% | -28.2% |
| 3Y | +335.0% | +65.7% | +269.4% | +270.8% |
| 5Y | +915.3% | +153.1% | +762.2% | +674.1% |
| 10Y | +3,877.5% | +335.9% | +3,541.6% | +2,563.4% |
| All | +11,482.4% | +16,645.2% | -5,162.8% | +8,531.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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