+85.2%
ABBV vs AA
+89.1%
-4.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.1% |
| 7D | -4.3% | +1.7% | -6.0% | -4.4% |
| 30D | +1.1% | +3.3% | -2.2% | +1.0% |
| 3M | +12.3% | -29.4% | +41.7% | +13.8% |
| 6M | +9.8% | -12.8% | +22.6% | +10.0% |
| YTD | +11.5% | -2.1% | +13.6% | +10.9% |
| 1Y | +22.3% | +62.8% | -40.5% | +18.2% |
| 3Y | +85.2% | +90.5% | -5.3% | +73.8% |
| All | +85.2% | +89.1% | -4.0% | +73.8% |
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