+187.2%
ABBV vs AFL
+131.0%
+56.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -2.0% | -3.3% | +1.3% | -1.1% |
| 30D | +2.0% | -5.0% | +6.9% | +3.3% |
| 3M | +14.2% | -1.8% | +15.9% | +14.7% |
| 6M | +14.1% | +4.8% | +9.2% | +12.6% |
| YTD | +14.2% | +5.4% | +8.8% | +12.4% |
| 1Y | +24.2% | +9.0% | +15.2% | +21.1% |
| 3Y | +89.8% | +63.0% | +26.8% | +66.0% |
| 5Y | +187.2% | +134.5% | +52.7% | +125.6% |
| All | +187.2% | +131.0% | +56.2% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling