+602.8%
ABBV vs ADM
+127.5%
+475.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | +0.7% | +1.4% | +2.0% |
| 30D | +8.0% | -14.7% | +22.7% | +12.0% |
| 3M | +19.1% | -10.4% | +29.5% | +21.9% |
| 6M | +43.5% | -10.9% | +54.5% | +46.7% |
| YTD | +32.7% | +26.0% | +6.7% | +24.0% |
| 1Y | +30.0% | +26.5% | +3.5% | +21.2% |
| 3Y | +134.7% | +8.2% | +126.5% | +122.3% |
| 5Y | +200.6% | +24.0% | +176.7% | +162.3% |
| All | +602.8% | +127.5% | +475.2% | +380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling