+1,353.7%
ABBV vs APA
-20.0%
+1,373.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | 0.0% |
| 7D | +0.1% | +5.1% | -5.0% | -0.4% |
| 30D | +5.6% | +0.3% | +5.3% | +5.4% |
| 3M | +18.7% | +15.6% | +3.0% | +16.7% |
| 6M | +47.4% | +28.9% | +18.5% | +43.0% |
| YTD | +33.0% | +96.6% | -63.6% | +22.7% |
| 1Y | +34.9% | +95.5% | -60.6% | +24.5% |
| 3Y | +135.2% | +41.8% | +93.4% | +119.9% |
| 5Y | +202.1% | +85.4% | +116.7% | +166.0% |
| 10Y | +602.6% | +4.5% | +598.0% | +482.8% |
| All | +1,353.7% | -20.0% | +1,373.7% | +1,100.6% |
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