+957.8%
AAOI vs ABBV
+846.7%
+111.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -0.2% | +0.3% | -0.4% | -0.3% |
| 30D | -23.7% | +3.4% | -27.1% | -24.6% |
| 3M | -39.0% | +15.2% | -54.2% | -42.1% |
| 6M | -17.0% | +14.7% | -31.7% | -21.5% |
| YTD | +202.2% | +15.2% | +187.0% | +187.0% |
| 1Y | +292.4% | +20.4% | +272.0% | +267.2% |
| 3Y | +804.4% | +91.3% | +713.0% | +636.3% |
| 5Y | +1,318.0% | +189.6% | +1,128.5% | +882.0% |
| 10Y | +436.7% | +511.7% | -75.0% | +170.9% |
| All | +957.8% | +846.7% | +111.1% | +378.4% |
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