+14.5%
ABT vs STM
+23.1%
-8.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -3.7% | +5.8% | -9.5% | -3.6% |
| 30D | +2.5% | -1.0% | +3.5% | +2.5% |
| 3M | +20.2% | -33.3% | +53.4% | +20.6% |
| 6M | -2.9% | +57.4% | -60.3% | -6.3% |
| YTD | -11.9% | +102.2% | -114.1% | -15.8% |
| 1Y | -16.5% | +99.6% | -116.1% | -20.3% |
| All | +14.5% | +23.1% | -8.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling