+182.5%
STRL vs AMDL
+145.7%
+36.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.9% | -12.6% | -4.3% |
| 7D | +23.4% | +103.5% | -80.1% | -1.3% |
| 30D | -39.5% | -18.3% | -21.2% | -38.4% |
| 3M | -45.1% | +20.1% | -65.1% | -50.7% |
| 6M | -64.6% | +15.9% | -80.5% | -69.1% |
| YTD | -1.5% | +303.0% | -304.5% | -41.6% |
| 1Y | -20.8% | +164.0% | -184.8% | -48.3% |
| All | +182.5% | +145.7% | +36.8% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling