-25.9%
STRL vs AMDL
+108.7%
-134.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.7% | -23.1% | -22.1% |
| 7D | -27.1% | -30.7% | +3.7% | -17.8% |
| 30D | -45.8% | -43.8% | -2.0% | -34.6% |
| 3M | -47.6% | -24.5% | -23.1% | -44.7% |
| 6M | -46.4% | +44.7% | -91.1% | -57.1% |
| YTD | -7.4% | +204.0% | -211.4% | -47.4% |
| 1Y | -25.9% | +109.1% | -134.9% | -53.2% |
| All | -25.9% | +108.7% | -134.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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