+504.9%
ABBV vs AGI
+392.3%
+112.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +0.3% | -2.7% | +3.0% | +0.3% |
| 30D | +3.4% | +7.2% | -3.9% | +3.4% |
| 3M | +15.2% | +4.3% | +10.9% | +15.2% |
| 6M | +14.7% | -27.1% | +41.8% | +14.8% |
| YTD | +15.2% | -6.6% | +21.8% | +15.2% |
| 1Y | +20.4% | +9.5% | +10.9% | +20.3% |
| 3Y | +91.3% | +208.4% | -117.1% | +91.1% |
| 5Y | +189.6% | +401.6% | -212.1% | +189.9% |
| All | +504.9% | +392.3% | +112.5% | +532.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling