+2,108.3%
STRL vs AMP
+2,123.7%
-15.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.2% |
| 7D | +3.4% | +0.2% | +3.2% | +3.2% |
| 30D | -9.2% | -0.1% | -9.2% | -9.4% |
| 3M | -51.0% | +23.6% | -74.6% | -56.5% |
| 6M | +15.8% | +20.4% | -4.6% | +4.6% |
| YTD | +58.9% | +15.4% | +43.4% | +45.5% |
| 1Y | +68.5% | +11.0% | +57.6% | +57.8% |
| 3Y | +485.2% | +70.5% | +414.7% | +346.4% |
| 5Y | +2,005.1% | +121.4% | +1,883.7% | +1,300.6% |
| 10Y | +7,118.0% | +575.6% | +6,542.4% | +2,635.6% |
| All | +2,108.3% | +2,123.7% | -15.4% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling