+201.6%
ABBV vs AA
-17.9%
+219.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +4.7% | -0.6% | +5.3% | +4.7% |
| 3M | +18.3% | -19.7% | +38.0% | +19.3% |
| 6M | +43.4% | -41.6% | +85.0% | +46.1% |
| YTD | +33.0% | -24.6% | +57.6% | +33.7% |
| 1Y | +30.8% | +4.9% | +25.9% | +29.4% |
| 3Y | +135.1% | +66.8% | +68.3% | +124.2% |
| All | +201.6% | -17.9% | +219.5% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling