+3,676.0%
STX vs ABT
+202.4%
+3,473.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +7.4% |
| 7D | +10.7% | -3.1% | +13.9% | +11.8% |
| 30D | +11.3% | -2.1% | +13.4% | +11.7% |
| 3M | +3.2% | +17.4% | -14.2% | -4.5% |
| 6M | +157.0% | -2.4% | +159.4% | +155.7% |
| YTD | +229.2% | -14.2% | +243.4% | +245.3% |
| 1Y | +381.8% | -18.3% | +400.2% | +413.6% |
| 3Y | +1,383.2% | +11.5% | +1,371.7% | +1,209.7% |
| 5Y | +1,144.9% | -9.9% | +1,154.8% | +1,120.9% |
| 10Y | +3,676.0% | +204.4% | +3,471.7% | +1,582.5% |
| All | +3,676.0% | +202.4% | +3,473.6% | +1,582.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling