+3,667.9%
STRL vs AMC
-98.8%
+3,766.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -3.0% |
| 7D | +15.7% | +3.5% | +12.1% | +15.6% |
| 30D | -35.5% | +12.5% | -47.9% | -35.7% |
| 3M | -47.1% | +23.6% | -70.7% | -47.5% |
| 6M | -65.8% | +144.4% | -210.1% | -66.8% |
| YTD | -4.5% | +108.3% | -112.9% | -7.0% |
| 1Y | -10.5% | +38.9% | -49.4% | -12.0% |
| 3Y | +340.6% | -58.9% | +399.5% | +339.0% |
| 5Y | +911.0% | -99.2% | +1,010.2% | +947.3% |
| All | +3,667.9% | -98.8% | +3,766.7% | +4,398.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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