-25.9%
STRL vs AMRZ
-11.5%
-14.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.2% | -26.7% | -23.6% |
| 7D | -27.1% | +10.3% | -37.3% | -31.1% |
| 30D | -45.8% | +18.7% | -64.5% | -51.0% |
| 3M | -47.6% | -14.6% | -33.0% | -42.7% |
| 6M | -46.4% | -12.9% | -33.5% | -42.3% |
| YTD | -7.4% | -17.4% | +10.0% | +0.1% |
| 1Y | -25.9% | -12.3% | -13.5% | -20.1% |
| All | -25.9% | -11.5% | -14.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling