+170.8%
ABBV vs ACI
-44.9%
+215.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.7% |
| 7D | -4.3% | -2.6% | -1.7% | -4.1% |
| 30D | +1.1% | +1.1% | 0.0% | +1.0% |
| 3M | +12.3% | -23.6% | +36.0% | +14.3% |
| 6M | +9.8% | -29.9% | +39.7% | +12.5% |
| YTD | +11.5% | -26.9% | +38.3% | +13.7% |
| 1Y | +22.3% | -34.2% | +56.5% | +25.9% |
| 3Y | +85.2% | -43.6% | +128.8% | +92.9% |
| 5Y | +170.8% | -42.4% | +213.2% | +178.4% |
| All | +170.8% | -44.9% | +215.8% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling