+95.5%
AMD vs STRL
-30.1%
+125.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.5% | +22.5% | +9.6% |
| 7D | -15.5% | -27.1% | +11.6% | -5.2% |
| 30D | -22.6% | -45.8% | +23.2% | -2.1% |
| 3M | -5.7% | -47.6% | +41.9% | +20.5% |
| 6M | +43.1% | -46.4% | +89.5% | +82.7% |
| YTD | +128.2% | -7.4% | +135.6% | +116.3% |
| 1Y | +95.5% | -25.9% | +121.3% | +103.6% |
| All | +95.5% | -30.1% | +125.6% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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