-20.8%
STZ vs ABCL
-79.6%
+58.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +5.3% | +2.3% | +3.0% | +5.3% |
| 30D | +19.6% | -0.7% | +20.3% | +19.5% |
| 3M | +10.0% | +33.4% | -23.4% | +8.9% |
| 6M | -0.3% | +137.8% | -138.0% | -3.3% |
| YTD | +8.6% | +264.3% | -255.8% | +3.5% |
| 1Y | +16.6% | +209.2% | -192.6% | +11.7% |
| 3Y | -34.8% | +208.4% | -243.2% | -38.5% |
| 5Y | -27.8% | -11.9% | -16.0% | -30.6% |
| All | -20.8% | -79.6% | +58.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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