-15.7%
STM vs ABCL
-21.8%
+6.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.7% | -2.3% | +3.1% |
| 7D | -10.7% | -3.2% | -7.6% | -10.2% |
| 30D | -25.7% | -7.4% | -18.3% | -24.6% |
| 3M | -21.6% | +81.9% | -103.5% | -32.2% |
| 6M | -27.8% | +135.7% | -163.5% | -42.0% |
| YTD | +61.8% | +247.4% | -185.6% | +17.5% |
| 1Y | +78.1% | +162.3% | -84.2% | +36.7% |
| 3Y | +4.9% | +165.5% | -160.6% | -27.5% |
| All | -15.7% | -21.8% | +6.1% | -32.0% |
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