+85.2%
ABBV vs ADP
+13.9%
+71.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -2.2% |
| 7D | -4.3% | -5.5% | +1.2% | -3.0% |
| 30D | +1.1% | -1.2% | +2.4% | +1.4% |
| 3M | +12.3% | +17.9% | -5.5% | +7.9% |
| 6M | +9.8% | +20.3% | -10.5% | +4.9% |
| YTD | +11.5% | +5.8% | +5.6% | +11.1% |
| 1Y | +22.3% | -7.7% | +30.0% | +28.2% |
| 3Y | +85.2% | +14.7% | +70.4% | +81.8% |
| All | +85.2% | +13.9% | +71.3% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling