+6,642.4%
ABT vs STT
+7,372.9%
-730.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | +2.5% | +3.9% | -1.4% | +1.7% |
| 3M | +20.2% | +20.0% | +0.2% | +15.8% |
| 6M | -2.9% | +55.3% | -58.2% | -11.2% |
| YTD | -11.9% | +53.3% | -65.3% | -19.3% |
| 1Y | -16.5% | +74.7% | -91.2% | -25.6% |
| 3Y | +12.1% | +205.8% | -193.7% | -11.3% |
| 5Y | -7.4% | +145.0% | -152.4% | -24.9% |
| 10Y | +210.7% | +266.0% | -55.3% | +124.6% |
| All | +6,642.4% | +7,372.9% | -730.5% | +1,822.9% |
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