+497.0%
ABBV vs ADM
+171.4%
+325.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | +0.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | +1.2% | +8.2% | -7.0% | -0.7% |
| 3M | +12.1% | +8.7% | +3.4% | +9.7% |
| 6M | +12.0% | +29.1% | -17.1% | +4.9% |
| YTD | +12.4% | +53.7% | -41.2% | +0.6% |
| 1Y | +22.9% | +43.2% | -20.3% | +11.7% |
| 3Y | +86.8% | +21.4% | +65.3% | +73.7% |
| 5Y | +181.0% | +67.1% | +113.9% | +127.4% |
| 10Y | +497.0% | +176.6% | +320.4% | +279.7% |
| All | +497.0% | +171.4% | +325.6% | +279.7% |
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