-24.7%
STRL vs ACGL
+22.9%
-47.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | +0.8% |
| 7D | -19.8% | +1.3% | -21.1% | -17.9% |
| 30D | -43.6% | +14.2% | -57.8% | -33.4% |
| 3M | -45.2% | +11.1% | -56.3% | -37.1% |
| 6M | -65.7% | +16.4% | -82.1% | -58.0% |
| YTD | -5.4% | +13.8% | -19.2% | +16.2% |
| 1Y | -24.7% | +21.6% | -46.2% | +0.1% |
| All | -24.7% | +22.9% | -47.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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