+134.3%
ABBV vs ADP
+43.9%
+90.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.8% | +3.2% | -0.4% | +1.9% |
| 30D | +7.0% | +12.8% | -5.8% | +3.7% |
| 3M | +19.2% | +12.3% | +6.9% | +15.6% |
| 6M | +47.8% | +45.4% | +2.3% | +34.0% |
| YTD | +32.5% | +21.4% | +11.1% | +28.0% |
| 1Y | +38.4% | +23.7% | +14.7% | +32.5% |
| 3Y | +134.3% | +43.6% | +90.7% | +115.1% |
| All | +134.3% | +43.9% | +90.4% | +115.1% |
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