+11,964.0%
STRL vs AFL
+16,628.1%
-4,664.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +23.4% | +0.2% | +23.2% | +23.4% |
| 30D | -39.5% | +8.6% | -48.2% | -41.0% |
| 3M | -45.1% | +5.3% | -50.4% | -46.0% |
| 6M | -64.6% | +10.0% | -74.6% | -65.8% |
| YTD | -1.5% | +16.5% | -18.0% | -6.6% |
| 1Y | -20.8% | +12.7% | -33.5% | -24.3% |
| 3Y | +353.1% | +65.5% | +287.6% | +286.3% |
| 5Y | +942.9% | +148.5% | +794.4% | +699.0% |
| 10Y | +3,847.6% | +339.2% | +3,508.4% | +2,539.6% |
| All | +11,964.0% | +16,628.1% | -4,664.1% | +8,893.2% |
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