+135.1%
ABBV vs ACN
-16.0%
+151.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.3% | -3.8% | +5.1% | +1.6% |
| 30D | +4.7% | +16.5% | -11.8% | +3.1% |
| 3M | +18.3% | +41.5% | -23.1% | +14.1% |
| 6M | +43.4% | +60.1% | -16.7% | +35.6% |
| YTD | +33.0% | -3.9% | +36.9% | +33.0% |
| 1Y | +30.8% | +4.1% | +26.7% | +29.3% |
| 3Y | +135.1% | -15.9% | +151.0% | +144.0% |
| All | +135.1% | -16.0% | +151.1% | +144.0% |
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