+91.0%
ABBV vs ALC
-13.4%
+104.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +0.4% | -2.1% | +2.5% | +0.9% |
| 30D | +4.2% | -0.1% | +4.3% | +4.2% |
| 3M | +14.8% | +5.9% | +8.9% | +13.2% |
| 6M | +10.3% | -15.9% | +26.2% | +14.1% |
| YTD | +14.9% | -10.1% | +25.0% | +16.8% |
| 1Y | +24.1% | -10.2% | +34.4% | +26.1% |
| All | +91.0% | -13.4% | +104.4% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling