+22.9%
ABBV vs ACI
-35.6%
+58.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +0.9% |
| 7D | -4.1% | -5.0% | +0.9% | -3.9% |
| 30D | +1.2% | -2.3% | +3.5% | +1.3% |
| 3M | +12.1% | -23.2% | +35.3% | +12.9% |
| 6M | +12.0% | -29.5% | +41.5% | +12.8% |
| YTD | +12.4% | -28.6% | +41.0% | +14.0% |
| 1Y | +22.9% | -34.0% | +57.0% | +29.5% |
| All | +22.9% | -35.6% | +58.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling