+2,345.6%
STRL vs APTV
+143.1%
+2,202.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -19.8% | -4.3% | -15.5% | -18.7% |
| 30D | -43.6% | -9.7% | -33.9% | -41.6% |
| 3M | -45.2% | -20.6% | -24.7% | -40.4% |
| 6M | -65.7% | -31.7% | -34.0% | -60.4% |
| YTD | -5.4% | -48.0% | +42.6% | +19.4% |
| 1Y | -24.7% | -52.1% | +27.4% | -1.7% |
| 3Y | +335.0% | -47.9% | +382.9% | +427.8% |
| 5Y | +915.3% | -76.9% | +992.2% | +1,543.3% |
| 10Y | +3,877.5% | -26.7% | +3,904.2% | +3,969.9% |
| All | +2,345.6% | +143.1% | +2,202.5% | +1,026.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling