+1,335.6%
ABBV vs ACWI
+306.5%
+1,029.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.2% | -2.4% | +1.1% | +0.3% |
| 30D | +8.0% | -5.2% | +13.2% | +11.7% |
| 3M | +20.2% | -4.8% | +25.0% | +23.8% |
| 6M | +44.0% | -1.3% | +45.3% | +44.0% |
| YTD | +31.3% | +8.4% | +22.9% | +22.8% |
| 1Y | +37.0% | +11.0% | +25.9% | +25.9% |
| 3Y | +128.0% | +70.6% | +57.4% | +52.5% |
| 5Y | +196.9% | +55.3% | +141.6% | +109.5% |
| 10Y | +681.2% | +223.2% | +458.0% | +181.1% |
| All | +1,335.6% | +306.5% | +1,029.2% | +324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 all: compounded portfolio wealth divided by compounded ACWI 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…
all analysis · Full analysis span regression · 6 months rolling