+1.0%
AAL vs ABBV
+1,359.4%
-1,358.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +2.9% | +2.2% | +0.8% | +2.3% |
| 30D | +6.5% | +8.0% | -1.5% | +4.0% |
| 3M | -10.9% | +19.1% | -29.9% | -15.7% |
| 6M | +4.9% | +43.5% | -38.7% | -6.9% |
| YTD | -13.2% | +32.7% | -45.9% | -21.4% |
| 1Y | -1.1% | +30.0% | -31.1% | -9.9% |
| 3Y | +12.8% | +134.7% | -122.0% | -16.9% |
| 5Y | -34.4% | +200.6% | -235.1% | -56.6% |
| 10Y | -67.9% | +601.3% | -669.2% | -84.8% |
| All | +1.0% | +1,359.4% | -1,358.4% | -55.0% |
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