+91.0%
ABBV vs STLA
-64.4%
+155.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +0.4% | +2.6% | -2.2% | +0.2% |
| 30D | +4.2% | -1.2% | +5.4% | +4.2% |
| 3M | +14.8% | -24.8% | +39.6% | +16.9% |
| 6M | +10.3% | -25.6% | +35.8% | +12.1% |
| YTD | +14.9% | -48.9% | +63.8% | +19.9% |
| 1Y | +24.1% | -38.8% | +62.9% | +26.4% |
| All | +91.0% | -64.4% | +155.4% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling