+7.0%
AAL vs ABBV
+1,362.1%
-1,355.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +3.4% | +0.1% | +3.4% | +3.5% |
| 30D | +11.7% | +5.6% | +6.2% | +9.9% |
| 3M | -7.8% | +18.7% | -26.5% | -12.7% |
| 6M | +10.2% | +47.4% | -37.2% | -3.0% |
| YTD | -8.0% | +33.0% | -41.0% | -16.8% |
| 1Y | +8.5% | +34.9% | -26.4% | -2.3% |
| 3Y | +19.5% | +135.2% | -115.7% | -12.1% |
| 5Y | -33.9% | +202.1% | -236.0% | -56.3% |
| 10Y | -66.0% | +602.6% | -668.6% | -83.9% |
| All | +7.0% | +1,362.1% | -1,355.1% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling