-47.6%
STRL vs AMC
+23.5%
-71.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +7.3% | -28.8% | -21.9% |
| 7D | -27.1% | +17.7% | -44.8% | -28.9% |
| 30D | -45.8% | +26.2% | -72.0% | -47.4% |
| 3M | -47.6% | +31.3% | -79.0% | -51.0% |
| All | -47.6% | +23.5% | -71.1% | -51.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling