+1,647.5%
STRL vs ABCL
-79.6%
+1,727.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -19.8% | +2.3% | -22.1% | -20.0% |
| 30D | -43.6% | -0.7% | -42.9% | -43.4% |
| 3M | -45.2% | +33.4% | -78.6% | -47.6% |
| 6M | -65.7% | +137.8% | -203.5% | -70.5% |
| YTD | -5.4% | +264.3% | -269.8% | -23.9% |
| 1Y | -24.7% | +209.2% | -233.9% | -38.0% |
| 3Y | +335.0% | +208.4% | +126.6% | +242.6% |
| 5Y | +915.3% | -11.9% | +927.2% | +748.0% |
| All | +1,647.5% | -79.6% | +1,727.1% | +1,329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling