+784.6%
STRL vs ABCL
-21.8%
+806.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.3% | +2.3% |
| 7D | -26.9% | -3.2% | -23.7% | -26.4% |
| 30D | -52.7% | -7.4% | -45.3% | -52.0% |
| 3M | -52.8% | +81.9% | -134.8% | -58.1% |
| 6M | -71.5% | +135.7% | -207.2% | -76.3% |
| YTD | -17.4% | +247.4% | -264.8% | -36.4% |
| 1Y | -35.0% | +162.3% | -197.2% | -47.6% |
| 3Y | +239.2% | +165.5% | +73.7% | +156.9% |
| All | +784.6% | -21.8% | +806.4% | +590.5% |
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 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