-24.7%
STRL vs AMC
+43.0%
-67.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.6% |
| 7D | -19.8% | +5.5% | -25.3% | -20.3% |
| 30D | -43.6% | +16.1% | -59.7% | -44.5% |
| 3M | -45.2% | +43.0% | -88.2% | -47.6% |
| 6M | -65.7% | +130.7% | -196.4% | -72.1% |
| YTD | -5.4% | +121.8% | -127.2% | -20.9% |
| 1Y | -24.7% | +40.7% | -65.3% | -20.7% |
| All | -24.7% | +43.0% | -67.7% | -20.7% |
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