+19,359.6%
STRL vs AME
+18,798.3%
+561.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.2% | +5.1% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | -9.2% | -6.7% | -2.6% | -6.2% |
| 3M | -51.0% | +4.1% | -55.1% | -51.6% |
| 6M | +15.8% | +1.6% | +14.2% | +16.9% |
| YTD | +58.9% | +16.1% | +42.7% | +51.7% |
| 1Y | +68.5% | +27.3% | +41.2% | +54.6% |
| 3Y | +485.2% | +50.9% | +434.4% | +407.7% |
| 5Y | +2,005.1% | +81.4% | +1,923.7% | +1,610.7% |
| 10Y | +7,118.0% | +417.0% | +6,701.0% | +4,013.5% |
| All | +19,359.6% | +18,798.3% | +561.3% | +6,619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling