+172.3%
STRL vs AMDL
+87.1%
+85.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +26.8% | -11.8% | +7.0% |
| 7D | -13.3% | +10.3% | -23.6% | -17.7% |
| 30D | -43.3% | -38.3% | -5.1% | -37.0% |
| 3M | -46.9% | -8.7% | -38.1% | -48.0% |
| 6M | -65.6% | -14.4% | -51.2% | -67.1% |
| YTD | -5.1% | +206.9% | -212.0% | -38.6% |
| 1Y | -23.1% | +144.4% | -167.5% | -48.0% |
| All | +172.3% | +87.1% | +85.2% | +55.5% |
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