+9,673.6%
STRL vs APD
+4,326.8%
+5,346.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.9% | -10.9% | -12.7% |
| 7D | -34.6% | -0.7% | -33.9% | -34.5% |
| 30D | -56.7% | +10.1% | -66.8% | -58.4% |
| 3M | -54.4% | +4.9% | -59.3% | -55.5% |
| 6M | -69.7% | +2.5% | -72.1% | -70.3% |
| YTD | -20.2% | +27.8% | -48.0% | -28.4% |
| 1Y | -40.6% | +32.9% | -73.4% | -48.0% |
| 3Y | +221.7% | +13.4% | +208.3% | +195.9% |
| 5Y | +799.0% | +12.8% | +786.1% | +723.5% |
| 10Y | +3,451.5% | +194.6% | +3,256.9% | +2,241.3% |
| All | +9,673.6% | +4,326.8% | +5,346.8% | +3,724.9% |
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