+3,786.6%
STRL vs AME
+442.0%
+3,344.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.3% |
| 7D | +23.4% | +8.1% | +15.3% | +14.9% |
| 30D | -39.5% | -3.8% | -35.7% | -35.7% |
| 3M | -45.1% | -6.6% | -38.4% | -39.7% |
| 6M | -64.6% | +4.6% | -69.1% | -64.6% |
| YTD | -1.5% | +17.9% | -19.4% | -9.7% |
| 1Y | -20.8% | +23.2% | -44.0% | -29.8% |
| 3Y | +353.1% | +62.9% | +290.2% | +221.4% |
| 5Y | +942.9% | +77.5% | +865.4% | +592.7% |
| All | +3,786.6% | +442.0% | +3,344.6% | +1,359.5% |
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