+1,118.6%
ABBV vs AMCR
+80.9%
+1,037.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.7% |
| 7D | -4.3% | -1.8% | -2.5% | -4.0% |
| 30D | +1.1% | -6.0% | +7.1% | +2.2% |
| 3M | +12.3% | +18.9% | -6.6% | +8.9% |
| 6M | +9.8% | +5.7% | +4.1% | +8.4% |
| YTD | +11.5% | +11.1% | +0.4% | +8.6% |
| 1Y | +22.3% | +12.7% | +9.5% | +18.8% |
| 3Y | +85.2% | +9.6% | +75.6% | +79.7% |
| 5Y | +170.8% | -10.3% | +181.2% | +170.5% |
| 10Y | +485.4% | +16.5% | +469.0% | +437.8% |
| All | +1,118.6% | +80.9% | +1,037.7% | +1,033.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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