+3,988.2%
STRL vs ACM
+147.1%
+3,841.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.2% | +9.8% | +11.3% |
| 7D | -13.3% | +6.9% | -20.2% | -17.4% |
| 30D | -43.3% | +19.1% | -62.4% | -50.1% |
| 3M | -46.9% | -6.9% | -39.9% | -45.5% |
| 6M | -65.6% | -12.0% | -53.6% | -64.1% |
| YTD | -5.1% | -25.1% | +20.0% | +10.2% |
| 1Y | -23.1% | -45.4% | +22.3% | +13.5% |
| 3Y | +346.8% | -6.9% | +353.7% | +351.7% |
| 5Y | +907.2% | +3.7% | +903.4% | +838.1% |
| 10Y | +3,988.2% | +135.8% | +3,852.4% | +2,234.6% |
| All | +3,988.2% | +147.1% | +3,841.1% | +2,234.6% |
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