-35.0%
STRL vs AMC
+24.6%
-59.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.5% | +3.2% |
| 7D | -26.9% | +2.6% | -29.5% | -27.1% |
| 30D | -52.7% | +9.0% | -61.7% | -53.1% |
| 3M | -52.8% | +22.2% | -75.0% | -54.1% |
| 6M | -71.5% | +91.5% | -162.9% | -75.7% |
| YTD | -17.4% | +101.3% | -118.7% | -30.3% |
| 1Y | -35.0% | +20.8% | -55.7% | -29.2% |
| All | -35.0% | +24.6% | -59.6% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling