+30.0%
ABBV vs AME
+22.2%
+7.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | +2.2% | +8.1% | -5.9% | +1.9% |
| 30D | +8.0% | -3.8% | +11.8% | +7.9% |
| 3M | +19.1% | -6.6% | +25.7% | +19.5% |
| 6M | +43.5% | +4.6% | +39.0% | +41.6% |
| YTD | +32.7% | +17.9% | +14.8% | +24.7% |
| 1Y | +30.0% | +23.2% | +6.8% | +19.1% |
| All | +30.0% | +22.2% | +7.8% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling