+177.8%
STT vs ABCL
+206.1%
-28.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +1.1% | +2.3% | -1.2% | +0.9% |
| 30D | -1.9% | -0.7% | -1.2% | -2.0% |
| 3M | -7.6% | +33.4% | -41.0% | -10.7% |
| 6M | +16.0% | +137.8% | -121.8% | +4.0% |
| YTD | +36.2% | +264.3% | -228.1% | +15.2% |
| 1Y | +46.8% | +209.2% | -162.4% | +26.2% |
| 3Y | +177.8% | +208.4% | -30.6% | +128.0% |
| All | +177.8% | +206.1% | -28.4% | +128.0% |
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