-35.9%
AAL vs ABBV
+175.4%
-211.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | -1.3% | -4.1% | +2.8% | -0.5% |
| 30D | -13.7% | +1.2% | -14.9% | -14.0% |
| 3M | -8.2% | +12.1% | -20.3% | -10.5% |
| 6M | +13.1% | +12.0% | +1.1% | +10.2% |
| YTD | -15.6% | +12.4% | -28.0% | -18.0% |
| 1Y | +1.4% | +22.9% | -21.5% | -4.1% |
| 3Y | -7.4% | +86.8% | -94.2% | -20.3% |
| 5Y | -35.9% | +181.0% | -217.0% | -53.2% |
| All | -35.9% | +175.4% | -211.4% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling