+346.8%
STRL vs ABCL
+196.9%
+149.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.2% | +9.8% | +13.9% |
| 7D | -13.3% | +12.4% | -25.8% | -15.1% |
| 30D | -43.3% | -0.4% | -43.0% | -43.1% |
| 3M | -46.9% | +80.4% | -127.2% | -53.5% |
| 6M | -65.6% | +138.5% | -204.1% | -72.3% |
| YTD | -5.1% | +265.5% | -270.6% | -31.1% |
| 1Y | -23.1% | +219.7% | -242.8% | -42.5% |
| 3Y | +346.8% | +209.4% | +137.4% | +219.5% |
| All | +346.8% | +196.9% | +149.9% | +219.5% |
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