+292.6%
ABBV vs ACI
+34.0%
+258.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | +7.0% | +9.5% | -2.6% | +6.4% |
| 3M | +19.2% | +10.1% | +9.2% | +18.5% |
| 6M | +47.8% | -15.4% | +63.1% | +48.6% |
| YTD | +32.5% | -19.5% | +52.0% | +33.5% |
| 1Y | +38.4% | -21.0% | +59.4% | +39.7% |
| 3Y | +134.3% | -31.2% | +165.5% | +138.0% |
| 5Y | +200.6% | -40.6% | +241.2% | +205.2% |
| All | +292.6% | +34.0% | +258.6% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling