+3,668.0%
ABT vs STZ
+10,917.0%
-7,249.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -5.4% | -0.9% | -4.4% | -5.2% |
| 30D | +8.0% | +14.9% | -6.9% | +5.5% |
| 3M | +0.2% | +8.4% | -8.2% | -1.2% |
| 6M | +34.1% | +2.8% | +31.3% | +33.3% |
| YTD | -10.6% | +7.5% | -18.1% | -12.1% |
| 1Y | -11.8% | +12.5% | -24.4% | -14.0% |
| 3Y | +23.9% | -35.4% | +59.3% | +31.2% |
| 5Y | -5.1% | -29.3% | +24.2% | -1.3% |
| 10Y | +228.6% | +11.8% | +216.8% | +212.5% |
| All | +3,668.0% | +10,917.0% | -7,249.0% | +1,944.9% |
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