+97.0%
STM vs ABCL
+201.0%
-104.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +4.2% |
| 7D | +1.4% | -2.7% | +4.1% | +2.0% |
| 30D | -8.4% | -5.4% | -2.9% | -7.6% |
| 3M | -15.8% | +22.4% | -38.2% | -18.5% |
| 6M | -22.8% | +127.6% | -150.5% | -34.7% |
| YTD | +79.4% | +249.4% | -170.1% | +34.9% |
| 1Y | +97.0% | +198.0% | -101.0% | +53.2% |
| All | +97.0% | +201.0% | -104.0% | +53.2% |
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 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