+68.5%
STRL vs AMCR
+11.5%
+57.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.2% |
| 7D | +3.4% | -3.3% | +6.7% | +4.3% |
| 30D | -9.2% | -5.4% | -3.8% | -7.9% |
| 3M | -51.0% | +20.0% | -71.0% | -56.1% |
| 6M | +15.8% | 0.0% | +15.7% | +3.2% |
| YTD | +58.9% | +11.5% | +47.3% | +48.3% |
| 1Y | +68.5% | +11.4% | +57.1% | +59.0% |
| All | +68.5% | +11.5% | +57.0% | +59.0% |
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