-7.4%
ABT vs STLA
-74.6%
+67.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.3% | -13.8% | +12.5% | +0.3% |
| 30D | +6.0% | -10.5% | +16.6% | +7.2% |
| 3M | -1.9% | -28.9% | +27.0% | +1.6% |
| 6M | +31.2% | -49.7% | +80.9% | +41.0% |
| YTD | -11.2% | -64.9% | +53.7% | -0.9% |
| 1Y | -14.0% | -64.0% | +50.1% | -4.4% |
| 3Y | +20.7% | -77.4% | +98.1% | +41.3% |
| All | -7.4% | -74.6% | +67.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling