-9.9%
ABT vs STRL
+2,093.0%
-2,102.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -2.6% |
| 7D | -3.1% | +10.1% | -13.2% | -3.2% |
| 30D | -2.1% | -8.2% | +6.1% | -2.1% |
| 3M | +17.4% | -43.7% | +61.1% | +18.1% |
| 6M | -2.4% | +27.1% | -29.5% | -4.5% |
| YTD | -14.2% | +64.0% | -78.2% | -16.8% |
| 1Y | -18.3% | +75.2% | -93.5% | -21.3% |
| 3Y | +11.5% | +539.9% | -528.4% | -3.6% |
| 5Y | -9.9% | +2,133.0% | -2,142.9% | -38.0% |
| All | -9.9% | +2,093.0% | -2,102.9% | -38.0% |
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