-7.7%
AAL vs ABBV
+85.2%
-92.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.1% |
| 7D | -0.3% | -4.3% | +4.0% | +0.5% |
| 30D | -19.0% | +1.1% | -20.1% | -19.2% |
| 3M | -5.1% | +12.3% | -17.4% | -7.7% |
| 6M | +15.5% | +9.8% | +5.7% | +12.7% |
| YTD | -15.8% | +11.5% | -27.2% | -18.2% |
| 1Y | -0.3% | +22.3% | -22.6% | -6.5% |
| 3Y | -7.7% | +85.2% | -92.8% | -24.4% |
| All | -7.7% | +85.2% | -92.8% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling