+2,038.9%
STX vs ABT
+222.7%
+1,816.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | +16.8% | -5.6% | +22.4% | +18.9% |
| 30D | -27.0% | +5.2% | -32.2% | -28.6% |
| 3M | -37.9% | -2.7% | -35.2% | -37.8% |
| 6M | -32.5% | +28.8% | -61.3% | -40.1% |
| YTD | +98.6% | -12.3% | +110.9% | +105.8% |
| 1Y | +93.6% | -14.7% | +108.3% | +102.8% |
| 3Y | +699.1% | +21.6% | +677.5% | +577.6% |
| 5Y | +481.0% | -7.8% | +488.8% | +464.6% |
| All | +2,038.9% | +222.7% | +1,816.2% | +839.6% |
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