-5.9%
ABT vs STRL
-30.1%
+24.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -21.5% | +27.0% | +4.3% |
| 7D | +12.5% | -27.1% | +39.6% | +10.9% |
| 30D | +16.1% | -45.8% | +61.9% | +13.1% |
| 3M | +10.2% | -47.6% | +57.8% | +7.3% |
| 6M | +33.7% | -46.4% | +80.1% | +28.4% |
| YTD | -5.5% | -7.4% | +1.9% | -9.5% |
| 1Y | -5.9% | -25.9% | +20.0% | -10.1% |
| All | -5.9% | -30.1% | +24.2% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling