+71.6%
STX vs ABCL
+198.8%
-127.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -17.3% | +2.3% | -19.6% | -17.5% |
| 30D | -35.9% | -0.7% | -35.3% | -35.6% |
| 3M | -37.3% | +33.4% | -70.7% | -40.6% |
| 6M | -35.8% | +137.8% | -173.6% | -48.3% |
| YTD | +82.7% | +264.3% | -181.6% | +21.7% |
| 1Y | +71.6% | +209.2% | -137.6% | +24.8% |
| All | +71.6% | +198.8% | -127.2% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling