+3,667.9%
STRL vs APTV
-27.4%
+3,695.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +15.7% | -1.7% | +17.4% | +16.6% |
| 30D | -35.5% | -11.6% | -23.9% | -32.5% |
| 3M | -47.1% | -21.2% | -26.0% | -42.0% |
| 6M | -65.8% | -28.5% | -37.3% | -60.8% |
| YTD | -4.5% | -49.1% | +44.6% | +23.3% |
| 1Y | -10.5% | -52.2% | +41.7% | +18.7% |
| 3Y | +340.6% | -48.6% | +389.2% | +442.8% |
| 5Y | +911.0% | -77.3% | +988.3% | +1,612.3% |
| All | +3,667.9% | -27.4% | +3,695.3% | +3,908.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling