+16,011.1%
STX vs ABT
+1,022.1%
+14,989.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.5% |
| 7D | +2.4% | -3.7% | +6.0% | +3.9% |
| 30D | +1.4% | +2.5% | -1.1% | +0.1% |
| 3M | -8.2% | +20.2% | -28.4% | -16.9% |
| 6M | +127.0% | -2.9% | +130.0% | +124.7% |
| YTD | +209.1% | -11.9% | +221.1% | +218.0% |
| 1Y | +365.4% | -16.5% | +382.0% | +387.5% |
| 3Y | +1,135.4% | +12.1% | +1,123.3% | +992.9% |
| 5Y | +991.5% | -7.4% | +998.9% | +953.7% |
| 10Y | +3,695.8% | +210.7% | +3,485.1% | +1,833.8% |
| All | +16,011.1% | +1,022.1% | +14,989.0% | +4,617.7% |
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 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