+228.2%
STRL vs AMIX
-100.0%
+328.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -26.9% | -16.0% | -10.9% | -27.1% |
| 30D | -52.7% | -55.4% | +2.8% | -53.2% |
| 3M | -52.8% | -87.5% | +34.7% | -54.1% |
| 6M | -71.5% | -81.2% | +9.7% | -69.8% |
| YTD | -17.4% | -86.8% | +69.4% | -11.8% |
| 1Y | -35.0% | -91.6% | +56.6% | -29.7% |
| All | +228.2% | -100.0% | +328.2% | +266.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling