+497.0%
ABBV vs ADP
+270.4%
+226.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -4.1% | -5.7% | +1.5% | -2.2% |
| 30D | +1.2% | -3.1% | +4.3% | +2.3% |
| 3M | +12.1% | +15.6% | -3.5% | +6.2% |
| 6M | +12.0% | +20.8% | -8.8% | +4.0% |
| YTD | +12.4% | +4.7% | +7.7% | +9.6% |
| 1Y | +22.9% | -8.3% | +31.2% | +25.9% |
| 3Y | +86.8% | +13.6% | +73.2% | +75.1% |
| 5Y | +181.0% | +45.0% | +136.0% | +133.9% |
| 10Y | +497.0% | +279.0% | +218.0% | +243.3% |
| All | +497.0% | +270.4% | +226.5% | +243.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling