+602.6%
ABBV vs AG
+72.5%
+530.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +0.1% | -4.0% | +4.1% | +0.1% |
| 30D | +5.6% | -13.1% | +18.6% | +5.6% |
| 3M | +18.7% | -22.0% | +40.7% | +18.8% |
| 6M | +47.4% | -37.3% | +84.7% | +47.8% |
| YTD | +33.0% | -11.2% | +44.1% | +32.8% |
| 1Y | +34.9% | +23.9% | +11.0% | +34.2% |
| 3Y | +135.2% | +225.1% | -90.0% | +131.3% |
| 5Y | +202.1% | +7.7% | +194.3% | +198.6% |
| 10Y | +602.6% | +86.9% | +515.7% | +603.6% |
| All | +602.6% | +72.5% | +530.1% | +603.6% |
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