-39.4%
STX vs ABCL
+120.4%
-159.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -9.4% | -6.9% | -14.1% |
| 7D | -33.4% | -14.9% | -18.5% | -30.9% |
| 30D | -42.1% | -15.4% | -26.7% | -40.0% |
| 3M | -44.3% | +88.0% | -132.3% | -49.4% |
| 6M | -39.4% | +138.8% | -178.2% | -49.6% |
| All | -39.4% | +120.4% | -159.8% | -49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling