+8,652.1%
STX vs ABT
+1,045.7%
+7,606.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | +0.1% |
| 7D | -28.5% | +3.5% | -32.0% | -29.7% |
| 30D | -42.9% | +12.0% | -54.9% | -45.9% |
| 3M | -45.9% | +2.5% | -48.4% | -46.9% |
| 6M | -41.3% | +29.1% | -70.4% | -49.1% |
| YTD | +67.9% | -10.1% | +78.0% | +70.1% |
| 1Y | +66.5% | -9.8% | +76.4% | +68.0% |
| 3Y | +588.0% | +23.3% | +564.7% | +479.1% |
| 5Y | +449.1% | -2.4% | +451.4% | +415.0% |
| 10Y | +1,982.8% | +239.4% | +1,743.4% | +911.0% |
| All | +8,652.1% | +1,045.7% | +7,606.4% | +2,423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling