-57.1%
STLA vs ABCL
-80.5%
+23.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -7.0% | -1.0% |
| 7D | -4.5% | -3.2% | -1.3% | -4.4% |
| 30D | -3.9% | -7.4% | +3.5% | -3.4% |
| 3M | -20.2% | +81.9% | -102.1% | -26.4% |
| 6M | -42.2% | +135.7% | -177.9% | -49.0% |
| YTD | -59.3% | +247.4% | -306.7% | -66.2% |
| 1Y | -56.1% | +162.3% | -218.3% | -62.2% |
| 3Y | -73.7% | +165.5% | -239.1% | -78.6% |
| 5Y | -70.3% | -21.3% | -49.0% | -73.7% |
| All | -57.1% | -80.5% | +23.4% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling