+201.2%
ABT vs STLA
+51.6%
+149.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.0% | -3.8% | -1.2% | -4.4% |
| 30D | -5.8% | -3.1% | -2.7% | -5.4% |
| 3M | +16.7% | -19.6% | +36.4% | +20.5% |
| 6M | -5.2% | -23.5% | +18.2% | -1.8% |
| YTD | -16.0% | -51.5% | +35.5% | -6.7% |
| 1Y | -18.3% | -39.7% | +21.4% | -13.5% |
| 3Y | +9.2% | -66.3% | +75.5% | +25.1% |
| 5Y | -11.6% | -63.1% | +51.6% | -3.4% |
| All | +201.2% | +51.6% | +149.6% | +142.8% |
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 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