+22.3%
ABBV vs ALLE
-8.3%
+30.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.3% | +2.8% | -7.1% | -4.5% |
| 30D | +1.1% | -7.6% | +8.7% | +1.8% |
| 3M | +12.3% | +22.8% | -10.5% | +10.1% |
| 6M | +9.8% | +4.6% | +5.2% | +9.3% |
| YTD | +11.5% | -1.2% | +12.7% | +9.9% |
| 1Y | +22.3% | -9.1% | +31.4% | +24.6% |
| All | +22.3% | -8.3% | +30.6% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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