+60.4%
AMGN vs STRL
+76.3%
-15.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.3% | -1.7% |
| 7D | +1.1% | +3.4% | -2.3% | +1.0% |
| 30D | +7.8% | -9.2% | +17.1% | +8.1% |
| 3M | +27.3% | -51.0% | +78.3% | +30.9% |
| 6M | +16.8% | +15.8% | +1.1% | +11.9% |
| YTD | +36.3% | +58.9% | -22.5% | +26.7% |
| 1Y | +60.4% | +68.5% | -8.1% | +46.4% |
| All | +60.4% | +76.3% | -15.8% | +46.4% |
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