+204.8%
STT vs ABCL
+104.5%
+100.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +3.9% | +93.1% | -89.2% | -3.7% |
| 3M | +20.0% | +79.4% | -59.5% | +11.3% |
| 6M | +55.3% | +214.9% | -159.6% | +34.0% |
| YTD | +53.3% | +234.2% | -180.9% | +30.4% |
| 1Y | +74.7% | +174.8% | -100.1% | +50.5% |
| All | +204.8% | +104.5% | +100.4% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling