+346.8%
STRL vs AMP
+61.1%
+285.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.7% | +11.3% | +12.5% |
| 7D | -13.3% | +3.1% | -16.5% | -15.4% |
| 30D | -43.3% | +3.9% | -47.2% | -45.2% |
| 3M | -46.9% | -5.8% | -41.1% | -45.2% |
| 6M | -65.6% | +12.1% | -77.6% | -69.5% |
| YTD | -5.1% | +7.1% | -12.2% | -14.2% |
| 1Y | -23.1% | +14.2% | -37.3% | -34.4% |
| 3Y | +346.8% | +62.5% | +284.4% | +186.0% |
| All | +346.8% | +61.1% | +285.7% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling