+596.2%
STX vs ABCL
+139.9%
+456.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -9.4% | -6.9% | -14.6% |
| 7D | -33.4% | -14.9% | -18.5% | -31.3% |
| 30D | -42.1% | -15.4% | -26.7% | -40.2% |
| 3M | -44.3% | +88.0% | -132.3% | -50.2% |
| 6M | -39.4% | +138.8% | -178.2% | -48.8% |
| YTD | +70.0% | +225.4% | -155.5% | +34.9% |
| 1Y | +70.2% | +137.3% | -67.1% | +41.1% |
| All | +596.2% | +139.9% | +456.4% | +433.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling