+170.8%
ABBV vs APA
+156.3%
+14.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.1% |
| 7D | -4.3% | -1.7% | -2.6% | -4.2% |
| 30D | +1.1% | +15.7% | -14.6% | +0.2% |
| 3M | +12.3% | +16.5% | -4.1% | +11.1% |
| 6M | +9.8% | +35.1% | -25.3% | +7.3% |
| YTD | +11.5% | +82.2% | -70.8% | +6.7% |
| 1Y | +22.3% | +102.5% | -80.2% | +15.9% |
| 3Y | +85.2% | +10.3% | +74.9% | +78.6% |
| 5Y | +170.8% | +166.1% | +4.7% | +142.4% |
| All | +170.8% | +156.3% | +14.5% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling