+1,463.5%
STX vs ABCL
-81.3%
+1,544.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +6.5% |
| 7D | +2.4% | +0.7% | +1.6% | +2.2% |
| 30D | +1.4% | +93.1% | -91.7% | -8.6% |
| 3M | -8.2% | +79.4% | -87.7% | -16.9% |
| 6M | +127.0% | +214.9% | -87.9% | +88.9% |
| YTD | +209.1% | +234.2% | -25.1% | +153.2% |
| 1Y | +365.4% | +174.8% | +190.7% | +289.0% |
| 3Y | +1,135.4% | +104.5% | +1,030.9% | +916.9% |
| 5Y | +991.5% | -39.0% | +1,030.5% | +853.6% |
| All | +1,463.5% | -81.3% | +1,544.7% | +1,258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling