+542.3%
STRL vs AHR
+356.1%
+186.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.7% |
| 7D | +5.0% | -2.1% | +7.1% | +5.7% |
| 30D | -6.9% | +1.9% | -8.8% | -7.5% |
| 3M | -39.1% | +15.7% | -54.7% | -43.1% |
| 6M | +21.5% | +2.5% | +19.0% | +18.9% |
| YTD | +66.9% | +15.0% | +51.9% | +54.5% |
| 1Y | +61.6% | +28.1% | +33.5% | +41.3% |
| All | +542.3% | +356.1% | +186.2% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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