-14.7%
ABT vs STRL
-22.3%
+7.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.9% |
| 7D | -5.6% | +23.4% | -29.0% | -4.5% |
| 30D | +5.2% | -39.5% | +44.7% | +3.1% |
| 3M | -2.7% | -45.1% | +42.4% | -4.8% |
| 6M | +28.8% | -64.6% | +93.4% | +25.3% |
| YTD | -12.3% | -1.5% | -10.8% | -16.3% |
| 1Y | -14.7% | -20.8% | +6.1% | -18.4% |
| All | -14.7% | -22.3% | +7.6% | -18.4% |
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