+40.7%
ABBV vs ADP
+20.3%
+20.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.5% | +2.8% |
| 7D | +3.1% | +6.4% | -3.3% | +2.5% |
| 30D | +11.6% | +16.6% | -5.0% | +10.0% |
| 3M | +21.7% | +12.9% | +8.8% | +20.3% |
| 6M | +43.5% | +45.7% | -2.1% | +41.6% |
| YTD | +32.9% | +20.6% | +12.2% | +30.5% |
| 1Y | +40.7% | +20.5% | +20.2% | +38.0% |
| All | +40.7% | +20.3% | +20.3% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling