+134.8%
ABBV vs STRL
+337.2%
-202.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.0% | -14.3% | +1.1% |
| 7D | +1.5% | -13.3% | +14.9% | +1.2% |
| 30D | +6.7% | -43.3% | +50.1% | +5.1% |
| 3M | +19.9% | -46.9% | +66.8% | +18.0% |
| 6M | +47.5% | -65.6% | +113.1% | +44.3% |
| YTD | +32.2% | -5.1% | +37.3% | +32.0% |
| 1Y | +37.8% | -23.1% | +60.9% | +37.0% |
| 3Y | +134.8% | +346.8% | -212.1% | +126.6% |
| All | +134.8% | +337.2% | -202.4% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling