+253.5%
ABBV vs ACHR
-60.3%
+313.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.2% |
| 7D | +1.3% | -9.2% | +10.5% | +1.3% |
| 30D | +4.7% | -1.0% | +5.7% | +4.7% |
| 3M | +18.3% | -42.2% | +60.5% | +18.2% |
| 6M | +43.4% | -38.2% | +81.6% | +43.5% |
| YTD | +33.0% | -46.4% | +79.4% | +33.0% |
| 1Y | +30.8% | -49.4% | +80.2% | +30.9% |
| 3Y | +135.1% | -22.5% | +157.6% | +136.7% |
| 5Y | +201.2% | -29.8% | +231.0% | +206.4% |
| All | +253.5% | -60.3% | +313.8% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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