+335.0%
STRL vs ACM
-7.4%
+342.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -19.8% | +6.6% | -26.4% | -22.9% |
| 30D | -43.6% | +19.8% | -63.3% | -49.5% |
| 3M | -45.2% | -3.1% | -42.1% | -44.7% |
| 6M | -65.7% | -11.5% | -54.2% | -63.5% |
| YTD | -5.4% | -24.7% | +19.2% | +12.8% |
| 1Y | -24.7% | -45.1% | +20.4% | +24.9% |
| 3Y | +335.0% | -8.9% | +343.9% | +370.0% |
| All | +335.0% | -7.4% | +342.4% | +370.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling