+23.3%
ABT vs STRL
+233.5%
-210.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.1% |
| 7D | +3.5% | -26.9% | +30.4% | +2.5% |
| 30D | +12.0% | -52.7% | +64.7% | +9.6% |
| 3M | +2.5% | -52.8% | +55.3% | +0.3% |
| 6M | +29.1% | -71.5% | +100.6% | +25.7% |
| YTD | -10.1% | -17.4% | +7.4% | -11.9% |
| 1Y | -9.8% | -35.0% | +25.1% | -11.9% |
| 3Y | +23.3% | +239.2% | -216.0% | +19.7% |
| All | +23.3% | +233.5% | -210.3% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling