+136.8%
STRL vs AMDL
+47.6%
+89.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +22.3% | -18.8% | -3.1% |
| 7D | -26.9% | -26.2% | -0.7% | -21.9% |
| 30D | -52.7% | -57.1% | +4.4% | -41.4% |
| 3M | -52.8% | -29.8% | -23.0% | -50.1% |
| 6M | -71.5% | -22.2% | -49.3% | -71.8% |
| YTD | -17.4% | +142.1% | -159.6% | -42.6% |
| 1Y | -35.0% | +85.8% | -120.8% | -52.3% |
| All | +136.8% | +47.6% | +89.2% | +45.4% |
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