+497.0%
ABBV vs ACM
+124.8%
+372.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.5% |
| 7D | -4.1% | -3.7% | -0.5% | -3.4% |
| 30D | +1.2% | -12.7% | +13.8% | +3.9% |
| 3M | +12.1% | -9.8% | +21.9% | +14.0% |
| 6M | +12.0% | -31.4% | +43.4% | +20.8% |
| YTD | +12.4% | -32.1% | +44.5% | +20.7% |
| 1Y | +22.9% | -47.8% | +70.8% | +40.5% |
| 3Y | +86.8% | -22.1% | +108.8% | +89.6% |
| 5Y | +181.0% | +1.8% | +179.2% | +160.1% |
| 10Y | +497.0% | +132.5% | +364.4% | +298.5% |
| All | +497.0% | +124.8% | +372.2% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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