+416.0%
AAOI vs ABBV
+515.4%
-99.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | -0.2% | +0.3% | -0.4% | -0.3% |
| 30D | -23.7% | +3.4% | -27.1% | -24.4% |
| 3M | -39.0% | +15.2% | -54.2% | -41.7% |
| 6M | -17.0% | +14.7% | -31.7% | -21.0% |
| YTD | +202.2% | +15.2% | +187.0% | +188.9% |
| 1Y | +292.4% | +20.4% | +272.0% | +270.4% |
| 3Y | +804.4% | +91.3% | +713.0% | +657.2% |
| 5Y | +1,318.0% | +189.6% | +1,128.5% | +916.7% |
| All | +416.0% | +515.4% | -99.5% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling