+1,348.4%
ABBV vs AG
-26.5%
+1,374.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.2% |
| 7D | +2.8% | +6.0% | -3.2% | +2.7% |
| 30D | +7.0% | -13.5% | +20.5% | +7.0% |
| 3M | +19.2% | -20.7% | +39.9% | +19.4% |
| 6M | +47.8% | -31.5% | +79.3% | +48.0% |
| YTD | +32.5% | -10.1% | +42.6% | +32.3% |
| 1Y | +38.4% | +26.0% | +12.4% | +37.7% |
| 3Y | +134.3% | +228.9% | -94.6% | +130.7% |
| 5Y | +200.6% | +8.7% | +192.0% | +197.6% |
| 10Y | +590.1% | +71.9% | +518.2% | +582.0% |
| All | +1,348.4% | -26.5% | +1,374.9% | +1,355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling