+6,906.6%
STRL vs AMP
+584.2%
+6,322.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +5.4% | -2.0% | +7.4% | +6.7% |
| 30D | -9.0% | -1.7% | -7.3% | -8.2% |
| 3M | -37.1% | +23.2% | -60.3% | -45.6% |
| 6M | +17.8% | +22.2% | -4.4% | +2.8% |
| YTD | +58.3% | +14.0% | +44.3% | +42.7% |
| 1Y | +61.0% | +14.0% | +47.0% | +45.5% |
| 3Y | +517.8% | +67.0% | +450.8% | +344.3% |
| 5Y | +2,119.0% | +123.2% | +1,995.8% | +1,216.3% |
| All | +6,906.6% | +584.2% | +6,322.4% | +2,167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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