+123.8%
STX vs ABT
-4.8%
+128.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.7% | -3.9% |
| 7D | -20.2% | +12.5% | -32.7% | -12.5% |
| 30D | -37.2% | +16.1% | -53.3% | -29.5% |
| 3M | -34.1% | +10.2% | -44.3% | -28.5% |
| 6M | -24.5% | +33.7% | -58.2% | -6.5% |
| YTD | +102.9% | -5.5% | +108.5% | +144.5% |
| 1Y | +123.8% | -5.9% | +129.7% | +169.0% |
| All | +123.8% | -4.8% | +128.6% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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