+904.4%
ABBV vs ALM
+7,705.7%
-6,801.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | +4.2% | +32.0% | -27.8% | +4.1% |
| 3M | +14.8% | -15.0% | +29.9% | +14.8% |
| 6M | +10.3% | -10.1% | +20.4% | +10.2% |
| YTD | +14.9% | +99.4% | -84.5% | +14.7% |
| 1Y | +24.1% | +316.4% | -292.2% | +23.6% |
| 3Y | +91.9% | +2,022.0% | -1,930.0% | +90.3% |
| 5Y | +176.0% | +941.2% | -765.1% | +173.9% |
| 10Y | +502.9% | +2,950.3% | -2,447.4% | +495.1% |
| All | +904.4% | +7,705.7% | -6,801.4% | +876.3% |
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 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