+1,118.6%
ABBV vs AME
+576.2%
+542.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | +2.8% | -7.1% | -5.4% |
| 30D | +1.1% | -6.3% | +7.4% | +3.6% |
| 3M | +12.3% | +5.4% | +6.9% | +9.4% |
| 6M | +9.8% | +7.4% | +2.3% | +5.8% |
| YTD | +11.5% | +16.2% | -4.7% | +3.8% |
| 1Y | +22.3% | +26.8% | -4.5% | +9.5% |
| 3Y | +85.2% | +57.5% | +27.7% | +48.2% |
| 5Y | +170.8% | +84.8% | +86.0% | +97.5% |
| 10Y | +485.4% | +424.3% | +61.1% | +144.0% |
| All | +1,118.6% | +576.2% | +542.3% | +368.1% |
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 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