+67.7%
ABBV vs AMRZ
-19.3%
+87.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | +2.2% | -4.0% | +6.2% | +2.2% |
| 30D | +8.0% | +12.4% | -4.4% | +8.1% |
| 3M | +19.1% | -11.5% | +30.6% | +19.2% |
| 6M | +43.5% | -21.6% | +65.1% | +43.6% |
| YTD | +32.7% | -23.4% | +56.1% | +32.7% |
| 1Y | +30.0% | -17.2% | +47.2% | +29.2% |
| All | +67.7% | -19.3% | +87.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling