+80.9%
ABBV vs AMDL
+119.6%
-38.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.3% | -14.0% | +0.5% |
| 7D | +0.1% | +18.5% | -18.5% | +0.2% |
| 30D | +5.6% | -24.2% | +29.8% | +5.4% |
| 3M | +18.7% | +11.5% | +7.2% | +18.9% |
| 6M | +47.4% | -1.0% | +48.4% | +47.4% |
| YTD | +33.0% | +260.3% | -227.3% | +31.2% |
| 1Y | +34.9% | +178.2% | -143.2% | +33.4% |
| All | +80.9% | +119.6% | -38.7% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling