+603.7%
ABBV vs APH
+978.7%
-375.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.2% | -7.5% | -1.0% |
| 7D | +1.5% | +1.1% | +0.5% | +1.0% |
| 30D | +6.7% | -7.5% | +14.2% | +8.0% |
| 3M | +19.9% | -4.4% | +24.4% | +20.1% |
| 6M | +47.5% | +26.5% | +21.0% | +36.3% |
| YTD | +32.2% | +20.0% | +12.2% | +22.1% |
| 1Y | +37.8% | +16.9% | +21.0% | +27.8% |
| 3Y | +134.8% | +288.5% | -153.7% | +39.0% |
| 5Y | +203.0% | +310.3% | -107.3% | +71.4% |
| 10Y | +603.7% | +951.3% | -347.6% | +154.9% |
| All | +603.7% | +978.7% | -375.0% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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