-4.6%
STM vs ABCL
-26.2%
+21.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +12.0% | -3.3% | +15.3% | +12.7% |
| 30D | -0.4% | -7.1% | +6.8% | +1.0% |
| 3M | -13.2% | +4.7% | -17.9% | -14.7% |
| 6M | -26.1% | +140.9% | -167.0% | -40.9% |
| YTD | +81.2% | +236.0% | -154.8% | +32.4% |
| 1Y | +98.3% | +217.4% | -119.1% | +46.4% |
| 3Y | +16.7% | +188.7% | -172.0% | -21.2% |
| All | -4.6% | -26.2% | +21.6% | -22.6% |
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