+239.2%
STRL vs AME
+62.2%
+177.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | -0.1% |
| 7D | -26.9% | -5.2% | -21.7% | -19.6% |
| 30D | -52.7% | -8.0% | -44.6% | -45.5% |
| 3M | -52.8% | -8.9% | -43.9% | -44.7% |
| 6M | -71.5% | -5.0% | -66.5% | -68.1% |
| YTD | -17.4% | +11.9% | -29.3% | -21.5% |
| 1Y | -35.0% | +16.6% | -51.6% | -40.5% |
| 3Y | +239.2% | +62.5% | +176.7% | +164.7% |
| All | +239.2% | +62.2% | +177.0% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling