+1,354.0%
ABBV vs ADM
+281.0%
+1,073.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | +1.3% | +4.2% | -2.9% | +0.2% |
| 30D | +4.7% | -12.8% | +17.6% | +8.4% |
| 3M | +18.3% | -8.5% | +26.8% | +20.7% |
| 6M | +43.4% | -10.9% | +54.3% | +47.0% |
| YTD | +33.0% | +29.4% | +3.6% | +22.5% |
| 1Y | +30.8% | +27.5% | +3.3% | +20.9% |
| 3Y | +135.1% | +10.3% | +124.8% | +120.2% |
| 5Y | +201.2% | +27.4% | +173.9% | +160.1% |
| 10Y | +602.7% | +134.6% | +468.1% | +363.8% |
| All | +1,354.0% | +281.0% | +1,073.0% | +743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling