+6,406.4%
AMD vs STRL
+7,064.8%
-658.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.8% | -1.1% | +2.8% |
| 7D | +2.6% | +3.4% | -0.8% | +1.5% |
| 30D | -0.9% | -9.2% | +8.3% | +2.1% |
| 3M | -8.7% | -51.0% | +42.3% | +13.8% |
| 6M | +136.3% | +15.8% | +120.6% | +117.9% |
| YTD | +123.0% | +58.9% | +64.1% | +87.1% |
| 1Y | +195.2% | +68.5% | +126.7% | +142.1% |
| 3Y | +336.3% | +485.2% | -148.9% | +138.7% |
| 5Y | +334.5% | +2,005.1% | -1,670.6% | +66.2% |
| All | +6,406.4% | +7,064.8% | -658.4% | +2,012.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling