-25.9%
STRL vs APTV
-46.4%
+20.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.6% | -26.1% | -22.8% |
| 7D | -27.1% | -1.9% | -25.2% | -26.9% |
| 30D | -45.8% | -1.4% | -44.4% | -45.7% |
| 3M | -47.6% | -9.3% | -38.3% | -46.0% |
| 6M | -46.4% | -27.3% | -19.1% | -38.9% |
| YTD | -7.4% | -43.1% | +35.8% | +9.2% |
| 1Y | -25.9% | -46.5% | +20.6% | -8.6% |
| All | -25.9% | -46.4% | +20.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling