+5,103.1%
STRL vs AMCR
+106.4%
+4,996.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.8% |
| 7D | +3.4% | -1.9% | +5.3% | +4.0% |
| 30D | -9.2% | -4.1% | -5.2% | -8.1% |
| 3M | -51.0% | +21.7% | -72.7% | -55.0% |
| 6M | +15.8% | +1.5% | +14.3% | +13.7% |
| YTD | +58.9% | +13.1% | +45.7% | +49.5% |
| 1Y | +68.5% | +16.5% | +52.0% | +56.4% |
| 3Y | +485.2% | +10.3% | +475.0% | +441.8% |
| 5Y | +2,005.1% | -7.7% | +2,012.8% | +1,965.2% |
| 10Y | +7,118.0% | +24.6% | +7,093.3% | +6,103.2% |
| All | +5,103.1% | +106.4% | +4,996.7% | +4,092.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling