+1,345.5%
ABBV vs APD
+448.7%
+896.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | 0.0% |
| 7D | +1.5% | -1.6% | +3.1% | +2.1% |
| 30D | +6.7% | +10.6% | -3.9% | +3.4% |
| 3M | +19.9% | +2.5% | +17.4% | +18.9% |
| 6M | +47.5% | +6.0% | +41.5% | +44.2% |
| YTD | +32.2% | +28.4% | +3.8% | +20.9% |
| 1Y | +37.8% | +22.2% | +15.7% | +27.8% |
| 3Y | +134.8% | +26.6% | +108.2% | +110.5% |
| 5Y | +203.0% | +11.8% | +191.2% | +177.8% |
| 10Y | +603.7% | +187.8% | +415.9% | +310.9% |
| All | +1,345.5% | +448.7% | +896.8% | +602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling