+873.3%
STX vs ABCL
-81.2%
+954.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | +14.6% | -3.3% | +17.9% | +15.1% |
| 30D | -26.0% | -7.1% | -18.8% | -25.0% |
| 3M | -42.6% | +4.7% | -47.4% | -43.1% |
| 6M | -35.3% | +140.9% | -176.1% | -44.0% |
| YTD | +92.5% | +236.0% | -143.5% | +57.7% |
| 1Y | +102.4% | +217.4% | -115.0% | +67.0% |
| 3Y | +673.8% | +188.7% | +485.1% | +515.2% |
| 5Y | +463.1% | -23.5% | +486.6% | +389.9% |
| All | +873.3% | -81.2% | +954.5% | +746.2% |
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 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