+1,348.4%
ABBV vs AME
+578.8%
+769.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.8% | -4.1% | +6.9% | +4.2% |
| 30D | +7.0% | -4.1% | +11.1% | +8.3% |
| 3M | +19.2% | -5.6% | +24.9% | +21.1% |
| 6M | +47.8% | +2.8% | +44.9% | +44.4% |
| YTD | +32.5% | +16.6% | +15.9% | +22.4% |
| 1Y | +38.4% | +21.1% | +17.3% | +25.9% |
| 3Y | +134.3% | +61.1% | +73.2% | +84.8% |
| 5Y | +200.6% | +76.6% | +124.1% | +123.1% |
| 10Y | +590.1% | +431.3% | +158.8% | +184.3% |
| All | +1,348.4% | +578.8% | +769.6% | +452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling