+3,877.1%
STRL vs AME
+437.3%
+3,439.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.4% |
| 7D | +7.1% | +1.1% | +6.0% | +7.0% |
| 30D | -39.4% | -4.1% | -35.3% | -35.4% |
| 3M | -43.0% | -6.3% | -36.6% | -37.5% |
| 6M | -65.0% | +3.5% | -68.6% | -64.7% |
| YTD | -0.8% | +17.3% | -18.1% | -8.6% |
| 1Y | -20.3% | +22.0% | -42.3% | -28.7% |
| 3Y | +356.5% | +62.0% | +294.5% | +225.5% |
| 5Y | +952.8% | +78.5% | +874.4% | +597.2% |
| 10Y | +3,877.1% | +441.6% | +3,435.5% | +1,395.6% |
| All | +3,877.1% | +437.3% | +3,439.8% | +1,395.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling