-25.9%
STRL vs AMCR
+32.3%
-58.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.3% | -24.7% | -21.7% |
| 7D | -27.1% | +6.2% | -33.3% | -27.9% |
| 30D | -45.8% | +16.0% | -61.8% | -47.6% |
| 3M | -47.6% | +4.4% | -52.0% | -47.9% |
| 6M | -46.4% | +35.5% | -81.9% | -53.9% |
| YTD | -7.4% | +21.5% | -28.9% | -14.1% |
| 1Y | -25.9% | +30.7% | -56.6% | -26.4% |
| All | -25.9% | +32.3% | -58.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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