+7,282.2%
STRL vs AME
+419.5%
+6,862.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.2% | +4.4% |
| 7D | +3.4% | +0.6% | +2.8% | +2.9% |
| 30D | -9.2% | -6.7% | -2.6% | -3.0% |
| 3M | -51.0% | +4.1% | -55.1% | -52.4% |
| 6M | +15.8% | +1.6% | +14.2% | +17.2% |
| YTD | +58.9% | +16.1% | +42.7% | +43.7% |
| 1Y | +68.5% | +27.3% | +41.2% | +40.6% |
| 3Y | +485.2% | +50.9% | +434.4% | +330.6% |
| 5Y | +2,005.1% | +81.4% | +1,923.7% | +1,241.1% |
| All | +7,282.2% | +419.5% | +6,862.7% | +2,735.4% |
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