-41.3%
STX vs ABT
+27.2%
-68.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -4.4% |
| 7D | -28.5% | +3.5% | -32.0% | -25.1% |
| 30D | -42.9% | +12.0% | -54.9% | -34.9% |
| 3M | -45.9% | +2.5% | -48.4% | -43.9% |
| 6M | -41.3% | +29.1% | -70.4% | -19.5% |
| All | -41.3% | +27.2% | -68.5% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling