+134.3%
ABBV vs AME
+63.2%
+71.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.8% | -4.1% | +6.9% | +3.3% |
| 30D | +7.0% | -4.1% | +11.1% | +7.4% |
| 3M | +19.2% | -5.6% | +24.9% | +20.1% |
| 6M | +47.8% | +2.8% | +44.9% | +46.0% |
| YTD | +32.5% | +16.6% | +15.9% | +26.9% |
| 1Y | +38.4% | +21.1% | +17.3% | +31.3% |
| 3Y | +134.3% | +61.1% | +73.2% | +103.2% |
| All | +134.3% | +63.2% | +71.1% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling