+602.6%
ABBV vs STLA
+0.5%
+602.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.9% |
| 7D | +0.1% | -11.6% | +11.7% | +1.7% |
| 30D | +5.6% | -6.2% | +11.7% | +6.3% |
| 3M | +18.7% | -24.6% | +43.3% | +22.8% |
| 6M | +47.4% | -44.9% | +92.3% | +59.0% |
| YTD | +33.0% | -62.3% | +95.2% | +50.2% |
| 1Y | +34.9% | -61.8% | +96.7% | +51.8% |
| 3Y | +135.2% | -75.3% | +210.5% | +175.7% |
| 5Y | +202.1% | -72.5% | +274.6% | +239.4% |
| 10Y | +602.6% | +0.8% | +601.8% | +561.3% |
| All | +602.6% | +0.5% | +602.1% | +561.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling