+216.6%
AMGN vs STRL
+7,055.3%
-6,838.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -11.6% | +8.2% | -19.9% | -12.2% |
| 30D | -5.7% | -6.3% | +0.6% | -5.3% |
| 3M | +14.2% | -41.2% | +55.4% | +18.2% |
| 6M | +5.2% | +20.4% | -15.2% | +0.3% |
| YTD | +22.0% | +61.7% | -39.7% | +12.8% |
| 1Y | +43.6% | +72.7% | -29.1% | +31.2% |
| 3Y | +65.0% | +530.9% | -465.9% | +25.7% |
| 5Y | +112.0% | +2,125.4% | -2,013.3% | +34.4% |
| 10Y | +216.6% | +7,301.3% | -7,084.8% | +56.1% |
| All | +216.6% | +7,055.3% | -6,838.8% | +56.1% |
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