+1,144.9%
STX vs ABT
-9.5%
+1,154.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +6.8% |
| 7D | +10.7% | -3.1% | +13.9% | +11.1% |
| 30D | +11.3% | -2.1% | +13.4% | +11.4% |
| 3M | +3.2% | +17.4% | -14.2% | -0.2% |
| 6M | +157.0% | -2.4% | +159.4% | +162.4% |
| YTD | +229.2% | -14.2% | +243.4% | +250.3% |
| 1Y | +381.8% | -18.3% | +400.2% | +419.9% |
| 3Y | +1,383.2% | +11.5% | +1,371.7% | +1,237.8% |
| 5Y | +1,144.9% | -9.9% | +1,154.8% | +1,088.7% |
| All | +1,144.9% | -9.5% | +1,154.4% | +1,088.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling