+228.3%
ABT vs STRL
+3,927.3%
-3,699.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.0% | -19.8% | +20.8% | +1.6% |
| 30D | +11.6% | -43.6% | +55.1% | +13.9% |
| 3M | +2.3% | -45.2% | +47.5% | +4.4% |
| 6M | +32.7% | -65.7% | +98.5% | +37.9% |
| YTD | -9.6% | -5.4% | -4.2% | -13.5% |
| 1Y | -10.1% | -24.7% | +14.6% | -12.7% |
| 3Y | +25.2% | +335.0% | -309.8% | 0.0% |
| 5Y | -4.5% | +915.3% | -919.8% | -33.0% |
| 10Y | +228.3% | +3,877.5% | -3,649.2% | +88.3% |
| All | +228.3% | +3,927.3% | -3,699.0% | +88.3% |
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