+118.6%
STRL vs AMRZ
-13.6%
+132.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +3.4% | -1.9% | +5.3% | +4.5% |
| 30D | -9.2% | -16.9% | +7.7% | +0.3% |
| 3M | -51.0% | -19.2% | -31.8% | -45.3% |
| 6M | +15.8% | -29.3% | +45.1% | +35.1% |
| YTD | +58.9% | -18.0% | +76.8% | +74.2% |
| 1Y | +68.5% | -15.1% | +83.6% | +77.9% |
| All | +118.6% | -13.6% | +132.3% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling