+125.7%
STRL vs AMRZ
-17.3%
+143.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.5% | +5.6% |
| 7D | +10.1% | -2.0% | +12.1% | +11.1% |
| 30D | -8.2% | -9.8% | +1.6% | -3.1% |
| 3M | -43.7% | -17.2% | -26.5% | -38.6% |
| 6M | +27.1% | -26.9% | +54.0% | +47.4% |
| YTD | +64.0% | -21.5% | +85.5% | +83.9% |
| 1Y | +75.2% | -22.9% | +98.0% | +89.1% |
| All | +125.7% | -17.3% | +143.0% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling