-73.1%
STLA vs ABCL
+196.9%
-270.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.7% |
| 7D | -6.4% | +12.4% | -18.8% | -7.6% |
| 30D | -1.3% | -0.4% | -1.0% | -1.5% |
| 3M | -19.9% | +80.4% | -100.3% | -25.7% |
| 6M | -42.9% | +138.5% | -181.4% | -49.4% |
| YTD | -59.4% | +265.5% | -324.9% | -66.2% |
| 1Y | -56.8% | +219.7% | -276.5% | -63.4% |
| 3Y | -73.1% | +209.4% | -282.5% | -79.4% |
| All | -73.1% | +196.9% | -270.0% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling