+1,118.6%
ABBV vs AGI
+125.7%
+992.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -3.0% |
| 7D | -4.3% | +4.4% | -8.7% | -4.3% |
| 30D | +1.1% | +10.0% | -8.8% | +1.1% |
| 3M | +12.3% | +1.7% | +10.6% | +12.3% |
| 6M | +9.8% | -26.8% | +36.6% | +9.8% |
| YTD | +11.5% | -5.3% | +16.8% | +11.5% |
| 1Y | +22.3% | +11.5% | +10.8% | +22.3% |
| 3Y | +85.2% | +212.9% | -127.8% | +85.2% |
| 5Y | +170.8% | +388.8% | -217.9% | +171.3% |
| 10Y | +485.4% | +383.6% | +101.9% | +495.7% |
| All | +1,118.6% | +125.7% | +992.9% | +1,167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling