+21.0%
STM vs ABCL
-41.3%
+62.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +5.8% | +0.7% | +5.1% | +5.6% |
| 30D | -1.0% | +93.1% | -94.1% | -15.2% |
| 3M | -33.3% | +79.4% | -112.7% | -42.3% |
| 6M | +57.4% | +214.9% | -157.5% | +19.2% |
| YTD | +102.2% | +234.2% | -132.0% | +49.2% |
| 1Y | +99.6% | +174.8% | -75.2% | +50.9% |
| 3Y | +14.5% | +104.5% | -90.0% | -15.5% |
| All | +21.0% | -41.3% | +62.2% | +2.9% |
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