+1,335.6%
ABBV vs APD
+437.7%
+898.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -1.2% | -3.7% | +2.4% | 0.0% |
| 30D | +8.0% | +9.6% | -1.6% | +4.9% |
| 3M | +20.2% | +1.6% | +18.5% | +19.5% |
| 6M | +44.0% | +2.2% | +41.8% | +42.5% |
| YTD | +31.3% | +25.9% | +5.4% | +20.8% |
| 1Y | +37.0% | +20.1% | +16.8% | +27.7% |
| 3Y | +128.0% | +12.4% | +115.6% | +112.2% |
| 5Y | +196.9% | +11.1% | +185.8% | +172.3% |
| 10Y | +681.2% | +190.1% | +491.1% | +354.1% |
| All | +1,335.6% | +437.7% | +898.0% | +602.1% |
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