+6,351.7%
AMD vs STRL
+3,580.1%
+2,771.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.5% | +7.6% | +9.9% |
| 7D | -11.0% | -26.9% | +15.9% | -1.9% |
| 30D | -30.5% | -52.7% | +22.2% | -11.2% |
| 3M | -8.2% | -52.8% | +44.6% | +16.9% |
| 6M | +6.6% | -71.5% | +78.0% | +58.5% |
| YTD | +109.7% | -17.4% | +127.1% | +116.6% |
| 1Y | +88.9% | -35.0% | +123.9% | +108.9% |
| 3Y | +301.8% | +239.2% | +62.6% | +160.5% |
| 5Y | +229.4% | +830.2% | -600.8% | +57.6% |
| All | +6,351.7% | +3,580.1% | +2,771.7% | +2,510.1% |
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