+1,156.2%
ABBV vs APA
-27.1%
+1,183.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.1% |
| 7D | +0.4% | +0.5% | -0.2% | +0.3% |
| 30D | +4.2% | +23.4% | -19.2% | +1.9% |
| 3M | +14.8% | +12.7% | +2.1% | +13.2% |
| 6M | +10.3% | +39.4% | -29.2% | +5.9% |
| YTD | +14.9% | +79.0% | -64.1% | +7.3% |
| 1Y | +24.1% | +88.8% | -64.7% | +14.9% |
| 3Y | +91.9% | +6.4% | +85.6% | +85.1% |
| 5Y | +176.0% | +153.0% | +23.1% | +133.6% |
| 10Y | +502.9% | +7.5% | +495.4% | +395.3% |
| All | +1,156.2% | -27.1% | +1,183.3% | +949.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling