+3,216.2%
ABT vs STM
+2,285.7%
+930.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -3.7% | +5.8% | -9.5% | -4.3% |
| 30D | +2.5% | -1.0% | +3.5% | +2.5% |
| 3M | +20.2% | -33.3% | +53.4% | +24.7% |
| 6M | -2.9% | +57.4% | -60.3% | -10.4% |
| YTD | -11.9% | +102.2% | -114.1% | -21.6% |
| 1Y | -16.5% | +99.6% | -116.1% | -25.9% |
| 3Y | +12.1% | +14.5% | -2.4% | +4.3% |
| 5Y | -7.4% | +21.4% | -28.8% | -15.9% |
| 10Y | +210.7% | +695.0% | -484.3% | +118.3% |
| All | +3,216.2% | +2,285.7% | +930.4% | +1,837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling