+232.9%
ABT vs STM
+433.9%
-201.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.2% | -0.4% |
| 7D | +0.3% | -5.6% | +5.9% | +0.9% |
| 30D | +11.6% | -14.4% | +26.1% | +13.6% |
| 3M | +3.1% | -20.5% | +23.6% | +5.7% |
| 6M | +32.8% | -24.5% | +57.3% | +33.9% |
| YTD | -9.6% | +72.7% | -82.3% | -22.2% |
| 1Y | -10.4% | +91.0% | -101.4% | -24.4% |
| 3Y | +25.8% | +13.5% | +12.3% | +12.6% |
| 5Y | -3.4% | -9.2% | +5.8% | -12.2% |
| 10Y | +232.9% | +422.5% | -189.7% | +135.4% |
| All | +232.9% | +433.9% | -201.0% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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