+85.2%
ABBV vs ACM
-19.8%
+105.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | +1.1% | -12.9% | +14.0% | +1.9% |
| 3M | +12.3% | -6.4% | +18.7% | +12.5% |
| 6M | +9.8% | -29.2% | +39.0% | +12.1% |
| YTD | +11.5% | -29.9% | +41.4% | +13.3% |
| 1Y | +22.3% | -47.3% | +69.5% | +29.6% |
| 3Y | +85.2% | -19.6% | +104.8% | +81.3% |
| All | +85.2% | -19.8% | +105.0% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling