+30.0%
ABBV vs APD
+23.7%
+6.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.2% | +2.2% | 0.0% | +1.9% |
| 30D | +8.0% | +9.4% | -1.4% | +7.1% |
| 3M | +19.1% | +4.7% | +14.4% | +18.5% |
| 6M | +43.5% | +5.5% | +38.1% | +43.1% |
| YTD | +32.7% | +31.4% | +1.3% | +27.5% |
| 1Y | +30.0% | +24.1% | +5.9% | +26.2% |
| All | +30.0% | +23.7% | +6.4% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling