-17.9%
STM vs ABCL
-30.0%
+12.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -9.4% | -3.0% | -10.5% |
| 7D | -20.1% | -14.9% | -5.2% | -17.4% |
| 30D | -32.0% | -15.4% | -16.6% | -29.7% |
| 3M | -24.2% | +88.0% | -112.2% | -35.0% |
| 6M | -29.9% | +138.8% | -168.8% | -44.0% |
| YTD | +54.9% | +225.4% | -170.5% | +14.0% |
| 1Y | +68.0% | +137.3% | -69.3% | +31.6% |
| 3Y | -0.1% | +136.8% | -136.9% | -29.3% |
| 5Y | -17.9% | -26.2% | +8.3% | -33.1% |
| All | -17.9% | -30.0% | +12.1% | -33.1% |
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 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