+497.0%
ABBV vs APA
-1.1%
+498.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.6% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +1.2% | +9.3% | -8.1% | +0.3% |
| 3M | +12.1% | +23.3% | -11.2% | +9.7% |
| 6M | +12.0% | +39.5% | -27.5% | +8.0% |
| YTD | +12.4% | +87.6% | -75.2% | +5.0% |
| 1Y | +22.9% | +114.2% | -91.3% | +13.1% |
| 3Y | +86.8% | +13.6% | +73.2% | +79.4% |
| 5Y | +181.0% | +175.6% | +5.4% | +138.7% |
| 10Y | +497.0% | -2.6% | +499.6% | +398.0% |
| All | +497.0% | -1.1% | +498.1% | +398.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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