+85.2%
ABBV vs ALM
+2,327.9%
-2,242.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.8% | -11.8% | -3.0% |
| 7D | -4.3% | +8.4% | -12.7% | -4.3% |
| 30D | +1.1% | +34.8% | -33.7% | +1.3% |
| 3M | +12.3% | +16.2% | -3.9% | +12.5% |
| 6M | +9.8% | +2.1% | +7.6% | +10.0% |
| YTD | +11.5% | +117.0% | -105.6% | +11.7% |
| 1Y | +22.3% | +313.9% | -291.6% | +22.1% |
| 3Y | +85.2% | +2,327.9% | -2,242.8% | +86.3% |
| All | +85.2% | +2,327.9% | -2,242.8% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling