+134.2%
ABBV vs AA
+68.6%
+65.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.3% |
| 7D | +2.8% | +1.2% | +1.5% | +2.7% |
| 30D | +7.0% | -5.0% | +12.0% | +7.1% |
| 3M | +19.2% | -22.2% | +41.5% | +20.1% |
| 6M | +47.8% | -36.3% | +84.1% | +49.6% |
| YTD | +32.5% | -24.2% | +56.7% | +32.9% |
| 1Y | +38.4% | +3.9% | +34.5% | +36.8% |
| All | +134.2% | +68.6% | +65.6% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling