+291.5%
STRL vs AMIX
-100.0%
+391.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.8% |
| 7D | +23.4% | -10.9% | +34.3% | +23.3% |
| 30D | -39.5% | -55.0% | +15.5% | -40.1% |
| 3M | -45.1% | -82.0% | +37.0% | -46.3% |
| 6M | -64.6% | -80.4% | +15.9% | -62.7% |
| YTD | -1.5% | -88.3% | +86.8% | +5.1% |
| 1Y | -20.8% | -92.4% | +71.6% | -14.6% |
| All | +291.5% | -100.0% | +391.5% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling