-65.2%
AAL vs ABBV
+510.4%
-575.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -0.9% | -2.0% | +1.1% | -0.4% |
| 30D | -16.0% | +2.0% | -17.9% | -16.5% |
| 3M | -4.2% | +14.2% | -18.4% | -8.4% |
| 6M | +15.7% | +14.1% | +1.6% | +10.4% |
| YTD | -16.2% | +14.2% | -30.4% | -20.3% |
| 1Y | +0.2% | +24.2% | -24.0% | -7.8% |
| 3Y | -8.1% | +89.8% | -97.9% | -27.5% |
| 5Y | -32.2% | +187.2% | -219.4% | -54.9% |
| All | -65.2% | +510.4% | -575.6% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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