+937.9%
STRL vs AME
+77.7%
+860.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.6% |
| 7D | +15.7% | +5.9% | +9.8% | +8.1% |
| 30D | -35.5% | -1.9% | -33.6% | -32.1% |
| 3M | -47.1% | -5.4% | -41.8% | -41.6% |
| 6M | -65.8% | +4.9% | -70.7% | -66.2% |
| YTD | -4.5% | +18.5% | -23.0% | -15.3% |
| 1Y | -10.5% | +25.5% | -35.9% | -25.0% |
| 3Y | +340.6% | +63.0% | +277.6% | +185.1% |
| All | +937.9% | +77.7% | +860.2% | +511.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling