+643.2%
ABBV vs ACGL
+337.7%
+305.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.0% | +1.9% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | +8.0% | +13.7% | -5.7% | +3.9% |
| 3M | +20.2% | +8.0% | +12.1% | +17.4% |
| 6M | +44.0% | +13.3% | +30.7% | +38.6% |
| YTD | +31.3% | +11.8% | +19.5% | +26.5% |
| 1Y | +37.0% | +22.2% | +14.7% | +28.6% |
| 3Y | +128.0% | +32.5% | +95.5% | +106.7% |
| 5Y | +196.9% | +160.2% | +36.7% | +114.1% |
| All | +643.2% | +337.7% | +305.5% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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