+915.3%
STRL vs APD
+12.4%
+902.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -19.8% | -0.2% | -19.6% | -19.7% |
| 30D | -43.6% | +11.0% | -54.6% | -46.2% |
| 3M | -45.2% | +1.3% | -46.5% | -45.8% |
| 6M | -65.7% | +6.4% | -72.1% | -67.0% |
| YTD | -5.4% | +28.9% | -34.4% | -17.0% |
| 1Y | -24.7% | +23.2% | -47.9% | -32.9% |
| 3Y | +335.0% | +26.3% | +308.7% | +269.9% |
| 5Y | +915.3% | +12.0% | +903.3% | +783.8% |
| All | +915.3% | +12.4% | +902.9% | +783.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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