+43.9%
AMGN vs STRL
-64.3%
+108.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.9% |
| 7D | -2.2% | +7.1% | -9.3% | -1.8% |
| 30D | +12.1% | -39.4% | +51.5% | +8.2% |
| 3M | +13.6% | -43.0% | +56.6% | +9.6% |
| 6M | +43.9% | -65.0% | +108.9% | +38.8% |
| All | +43.9% | -64.3% | +108.2% | +38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling