+22.9%
ABBV vs ACM
-48.7%
+71.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +0.8% |
| 7D | -4.1% | -3.7% | -0.5% | -4.2% |
| 30D | +1.2% | -12.7% | +13.8% | +0.7% |
| 3M | +12.1% | -9.8% | +21.9% | +11.6% |
| 6M | +12.0% | -31.4% | +43.4% | +9.8% |
| YTD | +12.4% | -32.1% | +44.5% | +9.4% |
| 1Y | +22.9% | -47.8% | +70.8% | +22.8% |
| All | +22.9% | -48.7% | +71.7% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling