+3,667.8%
STRL vs ACM
+155.0%
+3,512.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | -26.9% | +5.4% | -32.3% | -29.9% |
| 30D | -52.7% | +15.1% | -67.8% | -57.5% |
| 3M | -52.8% | -10.5% | -42.4% | -50.5% |
| 6M | -71.5% | -19.7% | -51.8% | -68.3% |
| YTD | -17.4% | -28.8% | +11.4% | -1.1% |
| 1Y | -35.0% | -47.9% | +12.9% | -1.4% |
| 3Y | +239.2% | -12.4% | +251.6% | +257.1% |
| 5Y | +830.2% | +0.6% | +829.6% | +783.3% |
| All | +3,667.8% | +155.0% | +3,512.8% | +1,974.0% |
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