+261.9%
AMD vs STRL
+222.3%
+39.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.9% | -3.4% | -11.8% |
| 7D | -28.6% | -34.6% | +6.0% | -16.3% |
| 30D | -37.7% | -56.7% | +18.9% | -14.3% |
| 3M | -16.1% | -54.4% | +38.3% | +12.7% |
| 6M | +13.8% | -69.7% | +83.5% | +77.5% |
| YTD | +88.8% | -20.2% | +109.0% | +96.6% |
| 1Y | +57.8% | -40.6% | +98.3% | +82.2% |
| All | +261.9% | +222.3% | +39.5% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling