+590.1%
ABBV vs ALM
+2,040.7%
-1,450.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | +0.2% |
| 7D | +2.8% | -6.3% | +9.1% | +2.8% |
| 30D | +7.0% | -31.4% | +38.4% | +7.2% |
| 3M | +19.2% | -40.6% | +59.8% | +19.5% |
| 6M | +47.8% | -58.6% | +106.4% | +48.4% |
| YTD | +32.5% | -7.6% | +40.1% | +31.8% |
| 1Y | +38.4% | +13.8% | +24.5% | +37.4% |
| 3Y | +134.3% | +842.1% | -707.8% | +125.1% |
| 5Y | +200.6% | +407.4% | -206.8% | +189.7% |
| 10Y | +590.1% | +2,079.4% | -1,489.3% | +507.1% |
| All | +590.1% | +2,040.7% | -1,450.6% | +507.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling