-20.3%
STRL vs AMCR
+11.3%
-31.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.2% |
| 7D | +7.1% | -8.5% | +15.6% | +8.5% |
| 30D | -39.4% | +6.8% | -46.1% | -40.7% |
| 3M | -43.0% | -5.0% | -38.0% | -42.4% |
| 6M | -65.0% | +13.9% | -78.9% | -68.1% |
| YTD | -0.8% | +11.2% | -12.0% | -5.4% |
| 1Y | -20.3% | +11.3% | -31.6% | -24.1% |
| All | -20.3% | +11.3% | -31.6% | -24.1% |
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