-63.0%
STLA vs ABCL
-81.2%
+18.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -13.8% | -3.3% | -10.5% | -13.4% |
| 30D | -10.5% | -7.1% | -3.4% | -10.1% |
| 3M | -28.9% | +4.7% | -33.6% | -29.8% |
| 6M | -49.7% | +140.9% | -190.6% | -55.7% |
| YTD | -64.9% | +236.0% | -300.9% | -70.7% |
| 1Y | -64.0% | +217.4% | -281.4% | -69.8% |
| 3Y | -77.4% | +188.7% | -266.1% | -81.8% |
| 5Y | -74.4% | -23.5% | -50.9% | -77.2% |
| All | -63.0% | -81.2% | +18.2% | -64.9% |
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