+203.0%
ABBV vs AG
+16.5%
+186.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.6% |
| 7D | +1.5% | +10.8% | -9.3% | +1.5% |
| 30D | +6.7% | -8.2% | +14.9% | +6.8% |
| 3M | +19.9% | -13.7% | +33.6% | +20.0% |
| 6M | +47.5% | -27.3% | +74.7% | +47.8% |
| YTD | +32.2% | -4.6% | +36.8% | +31.7% |
| 1Y | +37.8% | +39.4% | -1.5% | +36.4% |
| 3Y | +134.8% | +244.1% | -109.3% | +127.3% |
| 5Y | +203.0% | +16.8% | +186.2% | +208.8% |
| All | +203.0% | +16.5% | +186.5% | +208.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling