+799.0%
STRL vs ABCL
-30.0%
+829.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -9.4% | -4.5% | -12.2% |
| 7D | -34.6% | -14.9% | -19.7% | -32.6% |
| 30D | -56.7% | -15.4% | -41.3% | -55.3% |
| 3M | -54.4% | +88.0% | -142.4% | -59.8% |
| 6M | -69.7% | +138.8% | -208.5% | -74.8% |
| YTD | -20.2% | +225.4% | -245.6% | -37.9% |
| 1Y | -40.6% | +137.3% | -177.9% | -51.3% |
| 3Y | +221.7% | +136.8% | +84.9% | +147.8% |
| 5Y | +799.0% | -26.2% | +825.2% | +614.2% |
| All | +799.0% | -30.0% | +829.0% | +614.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling