+218.8%
STT vs ABCL
-81.3%
+300.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | +20.0% | +79.4% | -59.5% | +12.2% |
| 6M | +55.3% | +214.9% | -159.6% | +36.7% |
| YTD | +53.3% | +234.2% | -180.9% | +33.5% |
| 1Y | +74.7% | +174.8% | -100.1% | +53.8% |
| 3Y | +205.8% | +104.5% | +101.4% | +165.3% |
| 5Y | +145.0% | -39.0% | +184.0% | +119.3% |
| All | +218.8% | -81.3% | +300.1% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling