+111.2%
AMD vs STRL
-26.6%
+137.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +14.5% | +0.2% | +8.4% |
| 7D | +6.5% | -19.8% | +26.3% | +15.2% |
| 30D | -15.3% | -43.6% | +28.3% | +6.0% |
| 3M | +9.7% | -45.2% | +54.9% | +38.2% |
| 6M | +13.2% | -65.7% | +78.9% | +68.5% |
| YTD | +140.6% | -5.4% | +146.0% | +130.5% |
| 1Y | +111.2% | -24.7% | +135.9% | +119.8% |
| All | +111.2% | -26.6% | +137.7% | +119.8% |
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