+1,055.7%
ABBV vs ALM
+3,798.4%
-2,742.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +19.9% | -38.1% | +58.1% | +20.0% |
| 6M | +47.5% | -55.4% | +102.9% | +47.6% |
| YTD | +32.2% | -0.4% | +32.6% | +32.1% |
| 1Y | +37.8% | +25.4% | +12.5% | +37.6% |
| 3Y | +134.8% | +907.8% | -773.0% | +133.1% |
| 5Y | +203.0% | +440.2% | -237.2% | +200.9% |
| 10Y | +603.7% | +2,031.1% | -1,427.5% | +595.1% |
| All | +1,055.7% | +3,798.4% | -2,742.7% | +1,024.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling