+1,345.5%
ABBV vs STLA
+151.0%
+1,194.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.5% | -6.4% | +7.9% | +2.4% |
| 30D | +6.7% | -1.3% | +8.1% | +6.7% |
| 3M | +19.9% | -19.9% | +39.9% | +23.0% |
| 6M | +47.5% | -42.9% | +90.4% | +57.7% |
| YTD | +32.2% | -59.4% | +91.6% | +46.8% |
| 1Y | +37.8% | -56.8% | +94.7% | +51.4% |
| 3Y | +134.8% | -73.1% | +207.8% | +168.9% |
| 5Y | +203.0% | -70.1% | +273.1% | +234.4% |
| 10Y | +603.7% | +19.8% | +583.9% | +516.5% |
| All | +1,345.5% | +151.0% | +1,194.4% | +1,231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling