-24.0%
STRL vs ACM
-45.0%
+20.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -19.8% | +6.6% | -26.4% | -20.4% |
| 30D | -43.6% | +19.8% | -63.3% | -44.8% |
| 3M | -45.2% | -3.1% | -42.1% | -44.5% |
| 6M | -65.7% | -11.5% | -54.2% | -63.8% |
| YTD | -5.4% | -24.7% | +19.2% | +3.8% |
| All | -24.0% | -45.0% | +20.9% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling