+1,156.2%
ABBV vs STLA
+215.8%
+940.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | +0.4% | +2.6% | -2.2% | 0.0% |
| 30D | +4.2% | -1.2% | +5.4% | +4.2% |
| 3M | +14.8% | -24.8% | +39.6% | +18.9% |
| 6M | +10.3% | -25.6% | +35.8% | +14.0% |
| YTD | +14.9% | -48.9% | +63.8% | +24.2% |
| 1Y | +24.1% | -38.8% | +62.9% | +29.8% |
| 3Y | +91.9% | -64.5% | +156.5% | +112.2% |
| 5Y | +176.0% | -62.4% | +238.5% | +196.4% |
| 10Y | +502.9% | +55.4% | +447.6% | +411.6% |
| All | +1,156.2% | +215.8% | +940.4% | +1,026.7% |
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