+182.6%
ABBV vs APD
+27.6%
+155.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +4.2% | +2.1% | +2.1% | +3.8% |
| 3M | +14.8% | +7.2% | +7.7% | +13.4% |
| 6M | +10.3% | +11.2% | -1.0% | +8.0% |
| YTD | +14.9% | +24.4% | -9.5% | +10.0% |
| 1Y | +24.1% | +6.7% | +17.5% | +22.1% |
| 3Y | +91.9% | +9.2% | +82.7% | +86.8% |
| All | +182.6% | +27.6% | +155.0% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling