+68.5%
STRL vs APTV
-39.9%
+108.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +4.5% |
| 7D | +3.4% | +4.8% | -1.4% | +1.4% |
| 30D | -9.2% | +2.0% | -11.2% | -10.0% |
| 3M | -51.0% | -34.2% | -16.8% | -42.8% |
| 6M | +15.8% | -34.7% | +50.4% | +41.6% |
| YTD | +58.9% | -37.0% | +95.8% | +87.8% |
| 1Y | +68.5% | -40.4% | +108.9% | +116.3% |
| All | +68.5% | -39.9% | +108.4% | +116.3% |
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