+47.3%
AMZN vs STRL
+2,010.6%
-1,963.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -5.9% | -1.0% |
| 7D | -3.0% | +3.4% | -6.4% | -3.5% |
| 30D | -5.2% | -9.2% | +4.1% | -4.1% |
| 3M | +1.9% | -51.0% | +52.9% | +11.9% |
| 6M | +19.2% | +15.8% | +3.5% | +9.2% |
| YTD | +12.0% | +58.9% | -46.9% | -4.7% |
| 1Y | +9.7% | +68.5% | -58.8% | -9.1% |
| 3Y | +87.2% | +485.2% | -398.1% | +10.5% |
| All | +47.3% | +2,010.6% | -1,963.3% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling