+75.2%
STRL vs AME
+27.5%
+47.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +10.1% | +2.8% | +7.3% | +5.5% |
| 30D | -8.2% | -6.3% | -1.9% | +2.0% |
| 3M | -43.7% | +5.4% | -49.1% | -48.0% |
| 6M | +27.1% | +7.4% | +19.7% | +17.8% |
| YTD | +64.0% | +16.2% | +47.8% | +43.9% |
| 1Y | +75.2% | +26.8% | +48.3% | +53.0% |
| All | +75.2% | +27.5% | +47.6% | +53.0% |
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