+3,125.7%
STRL vs AMCR
+100.3%
+3,025.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +23.4% | -4.5% | +27.9% | +25.2% |
| 30D | -39.5% | +4.9% | -44.4% | -40.9% |
| 3M | -45.1% | -4.6% | -40.5% | -44.7% |
| 6M | -64.6% | +15.2% | -79.7% | -67.1% |
| YTD | -1.5% | +9.7% | -11.3% | -7.1% |
| 1Y | -20.8% | +10.5% | -31.3% | -25.6% |
| 3Y | +353.1% | +13.8% | +339.3% | +311.0% |
| 5Y | +942.9% | -9.1% | +952.0% | +920.8% |
| 10Y | +3,847.6% | +18.6% | +3,829.0% | +3,304.8% |
| All | +3,125.7% | +100.3% | +3,025.4% | +2,505.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling