+504.9%
ABBV vs AME
+445.1%
+59.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | -0.3% |
| 7D | +0.3% | +1.7% | -1.5% | -0.4% |
| 30D | +3.4% | -6.4% | +9.8% | +5.7% |
| 3M | +15.2% | +7.1% | +8.1% | +11.8% |
| 6M | +14.7% | +8.2% | +6.5% | +10.5% |
| YTD | +15.2% | +18.2% | -3.0% | +7.1% |
| 1Y | +20.4% | +26.7% | -6.4% | +8.7% |
| 3Y | +91.3% | +60.7% | +30.7% | +54.2% |
| 5Y | +189.6% | +91.6% | +98.0% | +112.0% |
| All | +504.9% | +445.1% | +59.8% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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