+3,597.7%
ABT vs STZ
+10,953.7%
-7,356.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | +5.2% | +14.7% | -9.5% | +2.8% |
| 3M | -2.7% | +8.8% | -11.5% | -4.2% |
| 6M | +28.8% | +3.1% | +25.8% | +28.0% |
| YTD | -12.3% | +7.9% | -20.2% | -13.8% |
| 1Y | -14.7% | +14.2% | -28.8% | -17.0% |
| 3Y | +21.6% | -35.2% | +56.8% | +28.7% |
| 5Y | -7.8% | -29.6% | +21.8% | -4.0% |
| 10Y | +222.5% | +12.2% | +210.3% | +206.5% |
| All | +3,597.7% | +10,953.7% | -7,356.0% | +1,905.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling