+1,345.5%
ABBV vs STRL
+2,749.7%
-1,404.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.0% | -14.3% | -0.1% |
| 7D | +1.5% | -13.3% | +14.9% | +2.0% |
| 30D | +6.7% | -43.3% | +50.1% | +9.4% |
| 3M | +19.9% | -46.9% | +66.8% | +23.1% |
| 6M | +47.5% | -65.6% | +113.1% | +54.2% |
| YTD | +32.2% | -5.1% | +37.3% | +27.5% |
| 1Y | +37.8% | -23.1% | +60.9% | +34.6% |
| 3Y | +134.8% | +346.8% | -212.1% | +91.7% |
| 5Y | +203.0% | +907.2% | -704.2% | +123.4% |
| 10Y | +603.7% | +3,988.2% | -3,384.5% | +335.3% |
| All | +1,345.5% | +2,749.7% | -1,404.2% | +817.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling