+366.2%
STX vs ABT
-18.6%
+384.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.2% |
| 7D | +9.6% | -4.7% | +14.3% | +5.8% |
| 30D | +10.6% | -3.1% | +13.7% | +8.4% |
| 3M | +4.8% | +16.1% | -11.4% | +18.0% |
| 6M | +137.3% | -5.3% | +142.6% | +155.8% |
| YTD | +222.5% | -14.4% | +236.9% | +236.8% |
| 1Y | +366.2% | -18.4% | +384.6% | +379.3% |
| All | +366.2% | -18.6% | +384.8% | +379.3% |
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