+97.0%
ABBV vs AMIX
-100.0%
+196.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -20.0% | +20.4% | +0.3% |
| 7D | +0.1% | -8.1% | +8.1% | 0.0% |
| 30D | +5.6% | -52.3% | +57.8% | +5.4% |
| 3M | +18.7% | -83.8% | +102.4% | +18.3% |
| 6M | +47.4% | -79.0% | +126.4% | +47.8% |
| YTD | +33.0% | -87.2% | +120.1% | +33.2% |
| 1Y | +34.9% | -91.7% | +126.6% | +35.1% |
| All | +97.0% | -100.0% | +196.9% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 5y: compounded portfolio wealth divided by compounded AMIX 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…
5y analysis · Full analysis span regression · 6 months rolling