+604.1%
ABBV vs AG
+76.0%
+528.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | +1.3% | -10.0% | +11.2% | +1.3% |
| 30D | +4.7% | -10.5% | +15.2% | +4.8% |
| 3M | +18.3% | -27.3% | +45.6% | +18.5% |
| 6M | +43.4% | -43.0% | +86.4% | +43.8% |
| YTD | +33.0% | -17.9% | +50.9% | +32.9% |
| 1Y | +30.8% | +11.9% | +18.9% | +30.2% |
| 3Y | +135.1% | +201.8% | -66.7% | +131.3% |
| 5Y | +201.2% | -0.1% | +201.3% | +197.9% |
| All | +604.1% | +76.0% | +528.1% | +602.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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