+749.3%
STX vs ABCL
-80.5%
+829.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -2.2% |
| 7D | -28.5% | -3.2% | -25.3% | -28.0% |
| 30D | -42.9% | -7.4% | -35.5% | -42.2% |
| 3M | -45.9% | +81.9% | -127.8% | -50.7% |
| 6M | -41.3% | +135.7% | -177.0% | -49.1% |
| YTD | +67.9% | +247.4% | -179.4% | +37.0% |
| 1Y | +66.5% | +162.3% | -95.7% | +40.5% |
| 3Y | +588.0% | +165.5% | +422.5% | +451.3% |
| 5Y | +449.1% | -21.3% | +470.3% | +375.4% |
| All | +749.3% | -80.5% | +829.9% | +634.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling