-24.4%
STRL vs AME
+21.9%
-46.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.2% | +10.8% | +6.3% |
| 7D | -13.3% | -1.5% | -11.8% | -7.6% |
| 30D | -43.3% | -4.2% | -39.2% | -36.2% |
| 3M | -46.9% | -5.9% | -40.9% | -37.5% |
| 6M | -65.6% | +2.8% | -68.4% | -66.0% |
| YTD | -5.1% | +16.6% | -21.6% | -26.6% |
| All | -24.4% | +21.9% | -46.3% | -45.1% |
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