+209.7%
ABT vs STZ
-13.0%
+222.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -4.7% | -6.0% | +1.3% | -3.1% |
| 30D | -3.1% | -8.9% | +5.8% | -0.7% |
| 3M | +16.1% | -12.6% | +28.7% | +20.3% |
| 6M | -5.3% | -17.2% | +11.9% | -0.8% |
| YTD | -14.4% | -10.0% | -4.4% | -12.7% |
| 1Y | -18.4% | -14.3% | -4.1% | -15.8% |
| 3Y | +11.2% | -49.9% | +61.1% | +32.2% |
| 5Y | -9.4% | -38.2% | +28.9% | +0.2% |
| 10Y | +209.7% | -12.0% | +221.7% | +193.1% |
| All | +209.7% | -13.0% | +222.8% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling