+4,347.2%
ABT vs STRL
+12,054.0%
-7,706.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.2% |
| 7D | -5.4% | +7.1% | -12.5% | -5.6% |
| 30D | +8.0% | -39.4% | +47.4% | +8.9% |
| 3M | +0.2% | -43.0% | +43.2% | +1.2% |
| 6M | +34.1% | -65.0% | +99.1% | +36.5% |
| YTD | -10.6% | -0.8% | -9.8% | -11.6% |
| 1Y | -11.8% | -20.3% | +8.5% | -12.4% |
| 3Y | +23.9% | +356.5% | -332.6% | +16.9% |
| 5Y | -5.1% | +952.8% | -958.0% | -12.7% |
| 10Y | +228.6% | +3,877.1% | -3,648.5% | +190.6% |
| All | +4,347.2% | +12,054.0% | -7,706.8% | +3,630.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling