-35.8%
STZ vs ABCL
+139.9%
-175.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.7% | -0.6% |
| 7D | +11.8% | -14.9% | +26.7% | +11.9% |
| 30D | +26.0% | -15.4% | +41.3% | +26.1% |
| 3M | +11.5% | +88.0% | -76.5% | +9.7% |
| 6M | -2.0% | +138.8% | -140.8% | -4.9% |
| YTD | +7.9% | +225.4% | -217.6% | +3.2% |
| 1Y | +13.9% | +137.3% | -123.4% | +10.4% |
| All | -35.8% | +139.9% | -175.7% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling