+170.8%
ABBV vs ACGL
+158.6%
+12.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.4% |
| 7D | -4.3% | -2.9% | -1.4% | -3.6% |
| 30D | +1.1% | -2.8% | +3.9% | +1.8% |
| 3M | +12.3% | +6.8% | +5.5% | +10.7% |
| 6M | +9.8% | -1.5% | +11.3% | +10.1% |
| YTD | +11.5% | -0.2% | +11.7% | +11.2% |
| 1Y | +22.3% | +5.3% | +17.0% | +20.4% |
| 3Y | +85.2% | +30.3% | +54.9% | +74.5% |
| 5Y | +170.8% | +151.8% | +19.0% | +116.1% |
| All | +170.8% | +158.6% | +12.2% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling