+30.6%
STRL vs AMRZ
-15.6%
+46.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.3% | +12.7% | +14.0% |
| 7D | -13.3% | -1.1% | -12.2% | -13.2% |
| 30D | -43.3% | +18.3% | -61.6% | -48.5% |
| 3M | -46.9% | -8.0% | -38.9% | -44.8% |
| 6M | -65.6% | -18.7% | -46.9% | -62.2% |
| YTD | -5.1% | -19.8% | +14.8% | +4.8% |
| 1Y | -23.1% | -12.3% | -10.8% | -17.6% |
| All | +30.6% | -15.6% | +46.2% | +40.0% |
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