-9.9%
ABT vs STLA
-62.5%
+52.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.2% |
| 7D | -3.1% | +0.7% | -3.9% | -3.2% |
| 30D | -2.1% | -2.4% | +0.2% | -1.9% |
| 3M | +17.4% | -23.9% | +41.3% | +20.9% |
| 6M | -2.4% | -24.6% | +22.2% | +0.4% |
| YTD | -14.2% | -50.5% | +36.3% | -7.5% |
| 1Y | -18.3% | -39.8% | +21.5% | -15.0% |
| 3Y | +11.5% | -65.6% | +77.1% | +23.4% |
| 5Y | -9.9% | -62.1% | +52.2% | -8.6% |
| All | -9.9% | -62.5% | +52.6% | -8.6% |
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