+234.1%
ABT vs STRL
+3,697.3%
-3,463.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.2% | +1.3% |
| 7D | -1.3% | +15.7% | -16.9% | -1.9% |
| 30D | +6.0% | -35.5% | +41.5% | +7.7% |
| 3M | -1.9% | -47.1% | +45.3% | +0.4% |
| 6M | +31.2% | -65.8% | +97.0% | +36.4% |
| YTD | -11.2% | -4.5% | -6.7% | -15.1% |
| 1Y | -14.0% | -10.5% | -3.5% | -17.5% |
| 3Y | +20.7% | +340.6% | -319.9% | -3.8% |
| 5Y | -6.7% | +911.0% | -917.7% | -34.6% |
| All | +234.1% | +3,697.3% | -3,463.2% | +88.6% |
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 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