+497.0%
ABBV vs STRL
+7,055.3%
-6,558.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | -4.1% | +8.2% | -12.3% | -4.5% |
| 30D | +1.2% | -6.3% | +7.5% | +1.4% |
| 3M | +12.1% | -41.2% | +53.3% | +14.8% |
| 6M | +12.0% | +20.4% | -8.3% | +7.9% |
| YTD | +12.4% | +61.7% | -49.3% | +5.7% |
| 1Y | +22.9% | +72.7% | -49.8% | +14.2% |
| 3Y | +86.8% | +530.9% | -444.2% | +47.8% |
| 5Y | +181.0% | +2,125.4% | -1,944.4% | +84.9% |
| 10Y | +497.0% | +7,301.3% | -6,804.4% | +214.1% |
| All | +497.0% | +7,055.3% | -6,558.4% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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