+85.2%
ABBV vs ACN
-42.6%
+127.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.5% |
| 7D | -4.3% | -4.8% | +0.5% | -3.8% |
| 30D | +1.1% | +1.9% | -0.8% | +0.9% |
| 3M | +12.3% | +3.9% | +8.4% | +11.3% |
| 6M | +9.8% | -15.0% | +24.8% | +10.9% |
| YTD | +11.5% | -31.9% | +43.4% | +15.6% |
| 1Y | +22.3% | -28.5% | +50.8% | +25.7% |
| 3Y | +85.2% | -41.9% | +127.1% | +90.7% |
| All | +85.2% | -42.6% | +127.8% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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