+10.3%
ABBV vs ADP
+30.1%
-19.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.1% |
| 7D | +0.4% | -3.4% | +3.8% | +0.9% |
| 30D | +4.2% | +2.8% | +1.4% | +3.7% |
| 3M | +14.8% | +20.9% | -6.1% | +12.2% |
| 6M | +10.3% | +29.9% | -19.6% | +5.6% |
| All | +10.3% | +30.1% | -19.8% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling