-9.9%
ABT vs STM
+20.9%
-30.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -3.1% | +5.2% | -8.3% | -3.5% |
| 30D | -2.1% | -7.4% | +5.2% | -1.6% |
| 3M | +17.4% | -30.6% | +48.1% | +20.2% |
| 6M | -2.4% | +66.4% | -68.8% | -10.8% |
| YTD | -14.2% | +101.1% | -115.4% | -23.7% |
| 1Y | -18.3% | +97.4% | -115.7% | -27.6% |
| 3Y | +11.5% | +21.1% | -9.6% | +5.0% |
| 5Y | -9.9% | +22.5% | -32.4% | -20.4% |
| All | -9.9% | +20.9% | -30.8% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling