+2,836.0%
STRL vs ABCL
-81.3%
+2,917.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +5.9% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | -9.2% | +93.1% | -102.3% | -18.5% |
| 3M | -51.0% | +79.4% | -130.5% | -55.9% |
| 6M | +15.8% | +214.9% | -199.1% | -4.1% |
| YTD | +58.9% | +234.2% | -175.3% | +29.4% |
| 1Y | +68.5% | +174.8% | -106.2% | +40.7% |
| 3Y | +485.2% | +104.5% | +380.7% | +378.9% |
| 5Y | +2,005.1% | -39.0% | +2,044.1% | +1,695.3% |
| All | +2,836.0% | -81.3% | +2,917.2% | +2,331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling