+6,121.5%
AMD vs STRL
+9,673.6%
-3,552.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.9% | -3.4% | -16.1% |
| 7D | -28.6% | -34.6% | +6.0% | -26.1% |
| 30D | -37.7% | -56.7% | +18.9% | -33.3% |
| 3M | -16.1% | -54.4% | +38.3% | -10.5% |
| 6M | +13.8% | -69.7% | +83.5% | +25.7% |
| YTD | +88.8% | -20.2% | +109.0% | +92.8% |
| 1Y | +57.8% | -40.6% | +98.3% | +64.4% |
| 3Y | +260.3% | +221.7% | +38.6% | +232.6% |
| 5Y | +196.6% | +799.0% | -602.4% | +156.9% |
| 10Y | +6,064.6% | +3,451.5% | +2,613.2% | +4,783.5% |
| All | +6,121.5% | +9,673.6% | -3,552.1% | +4,148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling