-25.9%
STRL vs AME
+21.1%
-46.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.6% | -16.8% | -12.1% |
| 7D | -27.1% | -4.4% | -22.6% | -18.6% |
| 30D | -45.8% | -5.9% | -39.9% | -37.3% |
| 3M | -47.6% | -6.5% | -41.1% | -38.3% |
| 6M | -46.4% | +3.2% | -49.6% | -47.2% |
| YTD | -7.4% | +16.0% | -23.4% | -28.8% |
| 1Y | -25.9% | +20.4% | -46.3% | -46.7% |
| All | -25.9% | +21.1% | -46.9% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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