+99.6%
STM vs ABCL
+186.8%
-87.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +5.8% | +0.7% | +5.1% | +5.7% |
| 30D | -1.0% | +93.1% | -94.1% | -11.9% |
| 3M | -33.3% | +79.4% | -112.7% | -40.2% |
| 6M | +57.4% | +214.9% | -157.5% | +25.9% |
| YTD | +102.2% | +234.2% | -132.0% | +58.4% |
| 1Y | +99.6% | +174.8% | -75.2% | +63.1% |
| All | +99.6% | +186.8% | -87.2% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling