+239.2%
STRL vs ACM
-12.3%
+251.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | -26.9% | +5.4% | -32.3% | -29.5% |
| 30D | -52.7% | +15.1% | -67.8% | -56.8% |
| 3M | -52.8% | -10.5% | -42.4% | -50.1% |
| 6M | -71.5% | -19.7% | -51.8% | -67.4% |
| YTD | -17.4% | -28.8% | +11.4% | +1.7% |
| 1Y | -35.0% | -47.9% | +12.9% | +11.1% |
| 3Y | +239.2% | -12.4% | +251.6% | +251.0% |
| All | +239.2% | -12.3% | +251.5% | +251.0% |
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