+449.2%
STX vs ABCL
-12.4%
+461.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -17.3% | +2.3% | -19.6% | -17.4% |
| 30D | -35.9% | -0.7% | -35.3% | -35.7% |
| 3M | -37.3% | +33.4% | -70.7% | -40.4% |
| 6M | -35.8% | +137.8% | -173.6% | -46.2% |
| YTD | +82.7% | +264.3% | -181.6% | +40.6% |
| 1Y | +71.6% | +209.2% | -137.6% | +35.6% |
| 3Y | +635.3% | +208.4% | +426.9% | +442.7% |
| All | +449.2% | -12.4% | +461.5% | +363.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling