+365.4%
STX vs ABT
-16.1%
+381.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.0% |
| 7D | +2.4% | -3.7% | +6.0% | -0.4% |
| 30D | +1.4% | +2.5% | -1.1% | +3.4% |
| 3M | -8.2% | +20.2% | -28.4% | +5.7% |
| 6M | +127.0% | -2.9% | +130.0% | +148.5% |
| YTD | +209.1% | -11.9% | +221.1% | +229.7% |
| 1Y | +365.4% | -16.5% | +382.0% | +390.9% |
| All | +365.4% | -16.1% | +381.6% | +390.9% |
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