-0.4%
AAL vs ABBV
+1,163.4%
-1,163.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.7% |
| 7D | -3.7% | +0.4% | -4.1% | -3.9% |
| 30D | -20.8% | +4.2% | -25.0% | -21.9% |
| 3M | -1.3% | +14.8% | -16.1% | -5.9% |
| 6M | +5.4% | +10.3% | -4.9% | +1.6% |
| YTD | -14.4% | +14.9% | -29.2% | -18.9% |
| 1Y | +2.1% | +24.1% | -22.0% | -6.2% |
| 3Y | -10.6% | +91.9% | -102.5% | -29.9% |
| 5Y | -32.2% | +176.0% | -208.3% | -54.1% |
| 10Y | -62.7% | +502.9% | -565.7% | -81.5% |
| All | -0.4% | +1,163.4% | -1,163.8% | -53.5% |
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