+611.1%
ABT vs STLA
+168.9%
+442.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.6% |
| 7D | -5.4% | -11.6% | +6.2% | -3.9% |
| 30D | +8.0% | -6.2% | +14.2% | +8.7% |
| 3M | +0.2% | -24.6% | +24.8% | +3.4% |
| 6M | +34.1% | -44.9% | +79.0% | +43.6% |
| YTD | -10.6% | -62.3% | +51.7% | -0.3% |
| 1Y | -11.8% | -61.8% | +50.0% | -2.0% |
| 3Y | +23.9% | -75.3% | +99.2% | +42.7% |
| 5Y | -5.1% | -72.5% | +67.4% | +5.7% |
| 10Y | +228.6% | +0.8% | +227.9% | +205.7% |
| All | +611.1% | +168.9% | +442.1% | +540.7% |
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