+30.8%
ABBV vs ACM
-46.0%
+76.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +1.3% | +5.6% | -4.4% | +1.5% |
| 30D | +4.7% | +20.8% | -16.1% | +5.6% |
| 3M | +18.3% | +11.4% | +6.9% | +18.9% |
| 6M | +43.4% | +0.9% | +42.4% | +43.3% |
| YTD | +33.0% | -24.8% | +57.8% | +28.1% |
| 1Y | +30.8% | -46.4% | +77.2% | +27.4% |
| All | +30.8% | -46.0% | +76.8% | +27.4% |
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