+228.6%
ABT vs STZ
+12.8%
+215.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -5.4% | -0.9% | -4.4% | -5.1% |
| 30D | +8.0% | +14.9% | -6.9% | +3.9% |
| 3M | +0.2% | +8.4% | -8.2% | -2.2% |
| 6M | +34.1% | +2.8% | +31.3% | +32.6% |
| YTD | -10.6% | +7.5% | -18.1% | -13.3% |
| 1Y | -11.8% | +12.5% | -24.4% | -15.8% |
| 3Y | +23.9% | -35.4% | +59.3% | +36.9% |
| 5Y | -5.1% | -29.3% | +24.2% | +1.1% |
| 10Y | +228.6% | +11.8% | +216.8% | +194.6% |
| All | +228.6% | +12.8% | +215.8% | +194.6% |
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