-4.2%
ABT vs STRL
+779.4%
-783.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.2% |
| 7D | +3.5% | -26.9% | +30.4% | +3.3% |
| 30D | +12.0% | -52.7% | +64.7% | +11.8% |
| 3M | +2.5% | -52.8% | +55.3% | +2.2% |
| 6M | +29.1% | -71.5% | +100.6% | +29.4% |
| YTD | -10.1% | -17.4% | +7.4% | -13.0% |
| 1Y | -9.8% | -35.0% | +25.1% | -12.2% |
| 3Y | +23.3% | +239.2% | -216.0% | +5.5% |
| All | -4.2% | +779.4% | -783.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling