+485.4%
ABBV vs APD
+161.1%
+324.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | -4.3% | -2.5% | -1.8% | -3.6% |
| 30D | +1.1% | -1.9% | +3.0% | +1.7% |
| 3M | +12.3% | +8.2% | +4.1% | +9.4% |
| 6M | +9.8% | +10.7% | -1.0% | +6.0% |
| YTD | +11.5% | +22.9% | -11.5% | +3.8% |
| 1Y | +22.3% | +5.8% | +16.5% | +19.0% |
| 3Y | +85.2% | +7.8% | +77.4% | +75.6% |
| 5Y | +170.8% | +26.1% | +144.7% | +136.1% |
| 10Y | +485.4% | +163.7% | +321.7% | +227.2% |
| All | +485.4% | +161.1% | +324.3% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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