+6,817.3%
ABT vs STT
+6,537.0%
+280.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | +1.0% | +1.1% | -0.2% | +0.7% |
| 30D | +11.6% | -1.9% | +13.5% | +11.9% |
| 3M | +2.3% | -7.6% | +9.9% | +3.8% |
| 6M | +32.7% | +16.0% | +16.8% | +28.6% |
| YTD | -9.6% | +36.2% | -45.8% | -15.4% |
| 1Y | -10.1% | +46.8% | -56.9% | -17.1% |
| 3Y | +25.2% | +177.8% | -152.6% | +0.8% |
| 5Y | -4.5% | +105.8% | -110.4% | -19.9% |
| 10Y | +228.3% | +197.6% | +30.7% | +146.5% |
| All | +6,817.3% | +6,537.0% | +280.3% | +1,916.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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