+40.7%
ABBV vs AGI
-1.1%
+41.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.8% | -7.7% | +3.3% |
| 7D | +3.1% | -5.3% | +8.4% | +2.8% |
| 30D | +11.6% | -7.1% | +18.8% | +11.3% |
| 3M | +21.7% | +4.4% | +17.2% | +21.9% |
| 6M | +43.5% | -23.0% | +66.5% | +42.6% |
| YTD | +32.9% | -22.0% | +54.9% | +33.8% |
| 1Y | +40.7% | +0.3% | +40.4% | +44.3% |
| All | +40.7% | -1.1% | +41.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling