+203.0%
ABBV vs ALM
+441.7%
-238.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | +0.7% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | +6.7% | -26.1% | +32.8% | +6.6% |
| 3M | +19.9% | -38.1% | +58.1% | +19.6% |
| 6M | +47.5% | -55.4% | +102.9% | +47.2% |
| YTD | +32.2% | -0.4% | +32.6% | +31.9% |
| 1Y | +37.8% | +25.4% | +12.5% | +37.5% |
| 3Y | +134.8% | +907.8% | -773.0% | +133.6% |
| 5Y | +203.0% | +440.2% | -237.2% | +199.1% |
| All | +203.0% | +441.7% | -238.7% | +199.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling