+892.1%
ABBV vs ALLE
+327.3%
+564.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -1.2% | -0.6% | -0.7% | -1.1% |
| 30D | +8.0% | +25.3% | -17.3% | +1.0% |
| 3M | +20.2% | +10.3% | +9.9% | +16.4% |
| 6M | +44.0% | +38.0% | +5.9% | +30.0% |
| YTD | +31.3% | +17.8% | +13.5% | +23.5% |
| 1Y | +37.0% | +13.6% | +23.4% | +30.2% |
| 3Y | +128.0% | +89.2% | +38.8% | +82.0% |
| 5Y | +196.9% | +51.1% | +145.9% | +149.0% |
| 10Y | +681.2% | +228.1% | +453.1% | +359.3% |
| All | +892.1% | +327.3% | +564.8% | +419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling