+600.0%
ABBV vs APA
+0.5%
+599.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.8% | -5.5% | +8.3% | +3.2% |
| 30D | +7.0% | -1.2% | +8.1% | +7.0% |
| 3M | +19.2% | +10.6% | +8.7% | +17.9% |
| 6M | +47.8% | +28.4% | +19.3% | +43.8% |
| YTD | +32.5% | +89.7% | -57.3% | +23.6% |
| 1Y | +38.4% | +90.6% | -52.2% | +29.0% |
| 3Y | +134.3% | +36.9% | +97.4% | +121.1% |
| 5Y | +200.6% | +83.2% | +117.4% | +168.1% |
| All | +600.0% | +0.5% | +599.4% | +461.4% |
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