+2,125.4%
STRL vs AMCR
-10.2%
+2,135.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | +8.2% | -6.3% | +14.5% | +10.5% |
| 30D | -6.3% | -7.1% | +0.8% | -4.2% |
| 3M | -41.2% | +12.7% | -53.9% | -44.7% |
| 6M | +20.4% | +5.2% | +15.2% | +15.7% |
| YTD | +61.7% | +8.1% | +53.6% | +53.3% |
| 1Y | +72.7% | +11.7% | +61.0% | +61.2% |
| 3Y | +530.9% | +9.9% | +521.0% | +472.5% |
| 5Y | +2,125.4% | -8.7% | +2,134.1% | +2,044.3% |
| All | +2,125.4% | -10.2% | +2,135.6% | +2,044.3% |
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