+187.2%
ABBV vs AGI
+389.6%
-202.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.7% |
| 7D | -2.0% | -5.3% | +3.3% | -2.0% |
| 30D | +2.0% | +6.8% | -4.8% | +1.9% |
| 3M | +14.2% | +8.3% | +5.9% | +13.9% |
| 6M | +14.1% | -29.2% | +43.3% | +14.7% |
| YTD | +14.2% | -7.3% | +21.5% | +14.2% |
| 1Y | +24.2% | +8.0% | +16.2% | +23.6% |
| 3Y | +89.8% | +206.6% | -116.8% | +84.5% |
| 5Y | +187.2% | +398.1% | -211.0% | +181.2% |
| All | +187.2% | +389.6% | -202.4% | +181.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling