+10,012.8%
STRL vs APD
+4,260.2%
+5,752.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.0% |
| 7D | -26.9% | -3.7% | -23.2% | -25.9% |
| 30D | -52.7% | +9.6% | -62.3% | -54.5% |
| 3M | -52.8% | +1.6% | -54.5% | -53.4% |
| 6M | -71.5% | +2.2% | -73.6% | -72.0% |
| YTD | -17.4% | +25.9% | -43.3% | -25.5% |
| 1Y | -35.0% | +20.1% | -55.1% | -40.6% |
| 3Y | +239.2% | +12.4% | +226.8% | +213.0% |
| 5Y | +830.2% | +11.1% | +819.0% | +756.8% |
| 10Y | +3,574.7% | +190.1% | +3,384.6% | +2,336.0% |
| All | +10,012.8% | +4,260.2% | +5,752.6% | +3,879.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling