+952.8%
STRL vs AMCR
-7.6%
+960.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.4% |
| 7D | +7.1% | -8.5% | +15.6% | +10.0% |
| 30D | -39.4% | +6.8% | -46.1% | -41.0% |
| 3M | -43.0% | -5.0% | -38.0% | -42.5% |
| 6M | -65.0% | +13.9% | -78.9% | -67.4% |
| YTD | -0.8% | +11.2% | -12.0% | -7.4% |
| 1Y | -20.3% | +11.3% | -31.6% | -25.8% |
| 3Y | +356.5% | +15.4% | +341.1% | +304.1% |
| 5Y | +952.8% | -7.7% | +960.6% | +930.4% |
| All | +952.8% | -7.6% | +960.4% | +930.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling