+832.5%
STX vs ABCL
-79.5%
+912.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.2% | +4.6% | +9.0% |
| 7D | -14.8% | +12.4% | -27.2% | -16.1% |
| 30D | -35.4% | -0.4% | -35.0% | -35.2% |
| 3M | -37.7% | +80.4% | -118.1% | -43.1% |
| 6M | -35.2% | +138.5% | -173.8% | -43.9% |
| YTD | +84.4% | +265.5% | -181.1% | +49.3% |
| 1Y | +82.3% | +219.7% | -137.4% | +50.1% |
| 3Y | +646.2% | +209.4% | +436.8% | +487.2% |
| 5Y | +487.4% | -15.0% | +502.4% | +404.5% |
| All | +832.5% | -79.5% | +912.0% | +701.1% |
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