+1,351.1%
ABBV vs AME
+586.6%
+764.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | +2.2% | +8.1% | -5.9% | -0.9% |
| 30D | +8.0% | -3.8% | +11.8% | +9.1% |
| 3M | +19.1% | -6.6% | +25.7% | +21.5% |
| 6M | +43.5% | +4.6% | +39.0% | +39.4% |
| YTD | +32.7% | +17.9% | +14.8% | +22.1% |
| 1Y | +30.0% | +23.2% | +6.8% | +17.5% |
| 3Y | +134.7% | +62.9% | +71.8% | +84.4% |
| 5Y | +200.6% | +77.5% | +123.1% | +122.8% |
| 10Y | +601.3% | +444.7% | +156.6% | +185.6% |
| All | +1,351.1% | +586.6% | +764.6% | +451.0% |
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