+1,425.8%
STRL vs ABCL
-80.5%
+1,506.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.3% | +2.5% |
| 7D | -26.9% | -3.2% | -23.7% | -26.5% |
| 30D | -52.7% | -7.4% | -45.3% | -52.1% |
| 3M | -52.8% | +81.9% | -134.8% | -57.2% |
| 6M | -71.5% | +135.7% | -207.2% | -75.4% |
| YTD | -17.4% | +247.4% | -264.8% | -33.2% |
| 1Y | -35.0% | +162.3% | -197.2% | -45.4% |
| 3Y | +239.2% | +165.5% | +73.7% | +171.2% |
| 5Y | +830.2% | -21.3% | +851.4% | +684.0% |
| All | +1,425.8% | -80.5% | +1,506.3% | +1,155.9% |
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