+49.3%
STT vs ABCL
+201.0%
-151.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.8% |
| 7D | +0.4% | -2.7% | +3.1% | +0.6% |
| 30D | -0.4% | -5.4% | +5.0% | -0.2% |
| 3M | -6.5% | +22.4% | -28.9% | -8.3% |
| 6M | +17.2% | +127.6% | -110.4% | +7.1% |
| YTD | +38.2% | +249.4% | -211.2% | +16.6% |
| 1Y | +49.3% | +198.0% | -148.7% | +30.5% |
| All | +49.3% | +201.0% | -151.7% | +30.5% |
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