+181.0%
ABBV vs ACHR
-44.8%
+225.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.7% | +6.5% | +0.8% |
| 7D | -4.1% | -2.7% | -1.5% | -4.1% |
| 30D | +1.2% | -12.1% | +13.3% | +1.1% |
| 3M | +12.1% | +3.4% | +8.7% | +12.2% |
| 6M | +12.0% | -15.6% | +27.7% | +12.1% |
| YTD | +12.4% | -26.9% | +39.3% | +12.5% |
| 1Y | +22.9% | -34.8% | +57.7% | +23.0% |
| 3Y | +86.8% | -19.2% | +106.0% | +88.3% |
| 5Y | +181.0% | -43.8% | +224.8% | +190.2% |
| All | +181.0% | -44.8% | +225.9% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling