-46.2%
STLA vs ABCL
-81.3%
+35.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | -1.2% | +93.1% | -94.3% | -9.1% |
| 3M | -24.8% | +79.4% | -104.2% | -30.7% |
| 6M | -25.6% | +214.9% | -240.4% | -36.3% |
| YTD | -48.9% | +234.2% | -283.2% | -57.1% |
| 1Y | -38.8% | +174.8% | -213.5% | -47.6% |
| 3Y | -64.5% | +104.5% | -169.0% | -70.2% |
| 5Y | -62.4% | -39.0% | -23.4% | -66.0% |
| All | -46.2% | -81.3% | +35.1% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling