+128.0%
ABBV vs ALLE
+88.9%
+39.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.2% | -0.6% | -0.7% | -1.1% |
| 30D | +8.0% | +25.3% | -17.3% | +4.1% |
| 3M | +20.2% | +10.3% | +9.9% | +18.3% |
| 6M | +44.0% | +38.0% | +5.9% | +35.8% |
| YTD | +31.3% | +17.8% | +13.5% | +27.0% |
| 1Y | +37.0% | +13.6% | +23.4% | +33.7% |
| 3Y | +128.0% | +89.2% | +38.8% | +102.2% |
| All | +128.0% | +88.9% | +39.1% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling