+539.9%
STRL vs AMP
+70.1%
+469.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.8% |
| 7D | +10.1% | +2.6% | +7.5% | +7.9% |
| 30D | -8.2% | +0.8% | -9.0% | -9.1% |
| 3M | -43.7% | +24.3% | -68.0% | -53.4% |
| 6M | +27.1% | +20.6% | +6.5% | +8.2% |
| YTD | +64.0% | +14.6% | +49.4% | +42.3% |
| 1Y | +75.2% | +14.5% | +60.6% | +52.4% |
| 3Y | +539.9% | +67.9% | +472.0% | +314.3% |
| All | +539.9% | +70.1% | +469.8% | +314.3% |
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 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