+3,612.1%
ABT vs STZ
+9,621.1%
-6,009.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.7% | -1.9% | -1.8% | -3.4% |
| 30D | +2.5% | -1.9% | +4.4% | +2.8% |
| 3M | +20.2% | -6.2% | +26.4% | +21.4% |
| 6M | -2.9% | -14.0% | +11.1% | -0.7% |
| YTD | -11.9% | -5.1% | -6.8% | -11.5% |
| 1Y | -16.5% | -9.6% | -7.0% | -15.6% |
| 3Y | +12.1% | -47.2% | +59.4% | +22.8% |
| 5Y | -7.4% | -33.6% | +26.2% | -2.6% |
| 10Y | +210.7% | -9.8% | +220.5% | +205.4% |
| All | +3,612.1% | +9,621.1% | -6,009.0% | +1,958.3% |
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