+3,877.1%
STRL vs ACM
+130.8%
+3,746.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.3% |
| 7D | +7.1% | +3.0% | +4.1% | +5.4% |
| 30D | -39.4% | +19.7% | -59.0% | -46.8% |
| 3M | -43.0% | +5.3% | -48.3% | -46.3% |
| 6M | -65.0% | -10.8% | -54.2% | -63.9% |
| YTD | -0.8% | -25.1% | +24.3% | +15.1% |
| 1Y | -20.3% | -45.8% | +25.5% | +18.3% |
| 3Y | +356.5% | -9.4% | +365.9% | +370.7% |
| 5Y | +952.8% | +4.8% | +948.1% | +873.3% |
| 10Y | +3,877.1% | +129.8% | +3,747.3% | +2,156.3% |
| All | +3,877.1% | +130.8% | +3,746.3% | +2,156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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