+135.1%
ABBV vs STLA
-77.1%
+212.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +1.3% | -13.8% | +15.0% | +2.2% |
| 30D | +4.7% | -10.5% | +15.3% | +5.4% |
| 3M | +18.3% | -28.9% | +47.2% | +20.7% |
| 6M | +43.4% | -49.7% | +93.1% | +49.5% |
| YTD | +33.0% | -64.9% | +97.9% | +41.8% |
| 1Y | +30.8% | -64.0% | +94.8% | +39.0% |
| 3Y | +135.1% | -77.4% | +212.6% | +150.7% |
| All | +135.1% | -77.1% | +212.3% | +150.7% |
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