+128.9%
STRL vs AMDL
+20.7%
+108.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -34.9% | +21.0% | -3.5% |
| 7D | -34.6% | -52.7% | +18.1% | -20.3% |
| 30D | -56.7% | -65.3% | +8.7% | -42.5% |
| 3M | -54.4% | -40.8% | -13.6% | -48.9% |
| 6M | -69.7% | -12.9% | -56.8% | -70.8% |
| YTD | -20.2% | +98.0% | -118.2% | -40.8% |
| 1Y | -40.6% | +30.1% | -70.7% | -51.8% |
| All | +128.9% | +20.7% | +108.2% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling