+3,285.9%
ABT vs STM
+1,808.6%
+1,477.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.7% | -3.8% |
| 7D | +3.5% | -10.7% | +14.3% | +4.7% |
| 30D | +12.0% | -25.7% | +37.8% | +15.6% |
| 3M | +2.5% | -21.6% | +24.0% | +4.7% |
| 6M | +29.1% | -27.8% | +56.9% | +31.1% |
| YTD | -10.1% | +61.8% | -71.8% | -18.2% |
| 1Y | -9.8% | +78.1% | -87.9% | -19.1% |
| 3Y | +23.3% | +4.9% | +18.4% | +15.1% |
| 5Y | -2.4% | -14.3% | +11.9% | -7.9% |
| 10Y | +239.4% | +414.1% | -174.6% | +149.6% |
| All | +3,285.9% | +1,808.6% | +1,477.2% | +1,920.1% |
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