+600.5%
ABT vs STLA
+263.8%
+336.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -3.7% | +2.6% | -6.3% | -4.0% |
| 30D | +2.5% | -1.2% | +3.7% | +2.5% |
| 3M | +20.2% | -24.8% | +44.9% | +24.2% |
| 6M | -2.9% | -25.6% | +22.6% | +0.2% |
| YTD | -11.9% | -48.9% | +37.0% | -5.2% |
| 1Y | -16.5% | -38.8% | +22.2% | -12.8% |
| 3Y | +12.1% | -64.5% | +76.7% | +23.5% |
| 5Y | -7.4% | -62.4% | +55.0% | -0.6% |
| 10Y | +210.7% | +55.4% | +155.3% | +175.7% |
| All | +600.5% | +263.8% | +336.7% | +509.6% |
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 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