-71.5%
STLA vs ABCL
-8.0%
-63.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -4.9% | +2.3% | -7.2% | -5.2% |
| 30D | -4.9% | -0.7% | -4.2% | -5.2% |
| 3M | -23.7% | +33.4% | -57.1% | -27.1% |
| 6M | -45.0% | +137.8% | -182.7% | -52.3% |
| YTD | -60.9% | +264.3% | -325.2% | -68.6% |
| 1Y | -58.9% | +209.2% | -268.1% | -66.1% |
| 3Y | -74.4% | +208.4% | -282.9% | -80.4% |
| 5Y | -71.5% | -11.9% | -59.6% | -76.2% |
| All | -71.5% | -8.0% | -63.5% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling