+227.8%
STRL vs ABCL
+139.9%
+88.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -9.4% | -4.5% | -11.9% |
| 7D | -34.6% | -14.9% | -19.7% | -32.4% |
| 30D | -56.7% | -15.4% | -41.3% | -55.1% |
| 3M | -54.4% | +88.0% | -142.4% | -60.6% |
| 6M | -69.7% | +138.8% | -208.5% | -75.7% |
| YTD | -20.2% | +225.4% | -245.6% | -40.7% |
| 1Y | -40.6% | +137.3% | -177.9% | -53.1% |
| All | +227.8% | +139.9% | +88.0% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling