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Funds (13F)

Alliancebernstein L.P.

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.7%
S&P 500 +14.1%
Last 12 months
+9.4%
S&P 500 +12.1%
Sharpe ratio
0.73
S&P 500 0.78
Biggest drop
−33.2%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$54.8k
Alliancebernstein L.P.S&P 500 $10,000 in Alliancebernstein L.P. from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Alliancebernstein L.P.'s quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Alliancebernstein L.P.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.7%+14.1%
Total return+448%+470%
Last 12 months+9.4%+12.1%
Last 3 months+1.1%—
Last month−0.9%—
This year so far+8.4%—
Volatility a year16.9%16.0%
Sharpe ratio0.730.78
Biggest drop−33.2%−31.8%
Beta to the S&P 5001.051.00
Alpha a year (t-statistic)−0.7% (−1.04)—
Share of weeks up59%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
NVDA6.7%——
KLAC4.4%——
AAPL4.3%——
MSFT3.8%——
AMZN3.1%——
BKNG3.1%——
AVGO2.8%——
META2.7%——
V2.1%——
LLY1.6%——
GOOGL1.3%——
NFLX1.3%——
COST1.0%——
TSM0.9%——
HD0.9%——
UNH0.8%——
TJX0.8%——
MNST0.8%——
AMAT0.7%——
PGR0.7%——
TXN0.7%——
RTX0.7%——
JNJ0.7%——
ISRG0.7%——
GE0.7%——
ETN0.7%——
JPM0.6%——
SYK0.6%——
MRK0.6%——
MSI0.6%——
MCK0.6%——
VRTX0.5%——
BAC0.5%——
CDNS0.5%——
WMT0.5%——
TSLA0.5%——
CBOE0.5%——
VRSK0.5%——
SHW0.5%——
MU0.5%——
AMD0.4%——
DIS0.4%——
SCHW0.4%——
ADP0.4%——
WFC0.4%——
ASML0.4%——
CSCO0.4%——
MA0.4%——
KO0.4%——
SHOP0.4%——
TMO0.4%——
ABBV0.3%——
VEEV0.3%——
AZN0.3%——
MTD0.3%——
WAT0.3%——
PG0.3%——
EOG0.3%——
SAIA0.3%——
CVX0.3%——
APH0.3%——
TT0.3%——
DXCM0.3%——
URI0.3%——
PWR0.3%——
ORCL0.3%——
AEP0.3%——
LIN0.3%——
GEV0.3%——
EW0.3%——
GS0.3%——
ITT0.3%——
SPGI0.3%——
GILD0.3%——
APP0.3%——
TMUS0.3%——
NEE0.3%——
CAT0.3%——
LRCX0.2%——
AZO0.2%——
PM0.2%——
RACE0.2%——
MDT0.2%——
NXPI0.2%——
RDDT0.2%——
DE0.2%——
QCOM0.2%——
CAVA0.2%——
TXRH0.2%——
CMG0.2%——
COF0.2%——
PCAR0.2%——
INTC0.2%——
MCD0.2%——
C0.2%——
ADI0.2%——
GRMN0.2%——
MS0.2%——
LOW0.2%——
UNP0.2%——
LPLA0.2%——
MMM0.2%——
BR0.2%——
IBM0.1%——
CL0.1%——
AEE0.1%——
DLR0.1%——
CTVA0.1%——
PLTR0.1%——
MRSH0.1%——
PEP0.1%——
PH0.1%——
WELL0.1%——
CRM0.1%——
EG0.1%——
VLTO0.1%——
T0.1%——
CSX0.1%——
LHX0.1%——
CARR0.1%——
ABT0.1%——
MANH0.1%——
CELH0.1%——
PCOR0.1%——
ARGX0.1%——
TOST0.1%——
BMY0.1%——
STN0.1%——
IQV0.1%——
USB0.1%——
CME0.1%——
BA0.1%——
CDP0.1%——
FITB0.1%——
PLD0.1%——
EXR0.1%——
SLB0.1%——
USFD0.1%——
STX0.1%——
EQIX0.1%——
CVNA0.1%——
ECL0.1%——
EHC0.1%——
COP0.1%——
EXP0.1%——
CVS0.1%——
WMB0.1%——
BLK0.1%——
YUM0.1%——
CNH0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+13.7%+14.1%0.730.78−33.2%1.05−0.7% (−1.04)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.6%+13.9%0.570.66−33.2%1.05−1.5% (−1.54)
Last three years3 Nov 2023 to 2 Nov 2026+18.4%+21.8%0.921.16−17.8%1.02−3.1% (−1.68)
Last year7 Nov 2025 to 2 Nov 2026+11.7%+14.2%0.620.84−10.7%1.00−2.1% (−0.52)
DateCompanyAction
21 Aug 2026ZURABought
21 Aug 2026ZSQRBought
21 Aug 2026ZNTLBought
21 Aug 2026YSWYBought
21 Aug 2026YSSBought
21 Aug 2026YMMBought
21 Aug 2026XMAXBought
21 Aug 2026XFORBought
21 Aug 2026XEBought
21 Aug 2026WYFIBought
21 Aug 2026WSEBought
21 Aug 2026WOLFBought
21 Aug 2026VORBought
21 Aug 2026VMETBought
21 Aug 2026VIABought
21 Aug 2026VGZBought
21 Aug 2026VGNTBought
21 Aug 2026VELBought
21 Aug 2026URGBought
21 Aug 2026UNCYBought
21 Aug 2026UMACBought
21 Aug 2026TYGOBought
21 Aug 2026TRONBought
21 Aug 2026TRMDBought
21 Aug 2026TRIBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026VTEXSold
21 Aug 2026VIRCSold
21 Aug 2026TUSKSold
21 Aug 2026TTECSold
21 Aug 2026TRSold
21 Aug 2026TMCISold
21 Aug 2026TEADSold
21 Aug 2026SUNSSold
21 Aug 2026STIMSold
21 Aug 2026SSTISold
21 Aug 2026SPWRSold
21 Aug 2026SLQTSold
21 Aug 2026SKYXSold
21 Aug 2026SKINSold
21 Aug 2026RZLVSold
21 Aug 2026RGPSold
21 Aug 2026RCELSold
21 Aug 2026QSISold
21 Aug 2026PROPSold
21 Aug 2026PNBKSold
21 Aug 2026PGYSold
21 Aug 2026OPRXSold
21 Aug 2026OMSold
21 Aug 2026ODDSold
21 Aug 2026NRDYSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest