+2,071.0%
STX vs ABT
+221.4%
+1,849.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +9.6% |
| 7D | -14.8% | +0.3% | -15.1% | -14.9% |
| 30D | -35.4% | +11.6% | -47.0% | -37.9% |
| 3M | -37.7% | +3.1% | -40.8% | -38.7% |
| 6M | -35.2% | +32.8% | -68.0% | -43.1% |
| YTD | +84.4% | -9.6% | +94.0% | +89.4% |
| 1Y | +82.3% | -10.4% | +92.6% | +87.4% |
| 3Y | +646.2% | +25.8% | +620.4% | +526.2% |
| 5Y | +487.4% | -3.4% | +490.9% | +461.2% |
| 10Y | +2,071.0% | +232.9% | +1,838.2% | +891.2% |
| All | +2,071.0% | +221.4% | +1,849.7% | +891.2% |
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