+6,906.6%
STRL vs AMCR
+16.5%
+6,890.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +5.4% | -5.0% | +10.3% | +7.7% |
| 30D | -9.0% | -8.0% | -1.0% | -5.9% |
| 3M | -37.1% | +14.3% | -51.3% | -41.7% |
| 6M | +17.8% | +5.3% | +12.5% | +13.4% |
| YTD | +58.3% | +7.7% | +50.6% | +49.5% |
| 1Y | +61.0% | +10.8% | +50.2% | +49.4% |
| 3Y | +517.8% | +9.6% | +508.2% | +456.3% |
| 5Y | +2,119.0% | -10.2% | +2,129.2% | +2,078.7% |
| All | +6,906.6% | +16.5% | +6,890.2% | +5,613.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling