+497.0%
ABBV vs AG
+64.8%
+432.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +1.2% | +12.5% | -11.3% | +1.1% |
| 3M | +12.1% | +28.2% | -16.1% | +11.8% |
| 6M | +12.0% | -18.8% | +30.9% | +12.2% |
| YTD | +12.4% | +27.4% | -15.0% | +11.9% |
| 1Y | +22.9% | +132.2% | -109.2% | +21.2% |
| 3Y | +86.8% | +286.9% | -200.1% | +82.2% |
| 5Y | +181.0% | +72.8% | +108.2% | +175.9% |
| 10Y | +497.0% | +74.6% | +422.4% | +490.3% |
| All | +497.0% | +64.8% | +432.1% | +490.3% |
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