+181.0%
ABBV vs APTV
-69.9%
+250.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.0% |
| 7D | -4.1% | -1.2% | -3.0% | -4.1% |
| 30D | +1.2% | -10.6% | +11.8% | +2.0% |
| 3M | +12.1% | -35.0% | +47.1% | +15.4% |
| 6M | +12.0% | -38.9% | +50.9% | +15.5% |
| YTD | +12.4% | -41.5% | +53.9% | +16.0% |
| 1Y | +22.9% | -45.8% | +68.8% | +27.6% |
| 3Y | +86.8% | -55.7% | +142.5% | +93.5% |
| 5Y | +181.0% | -70.1% | +251.1% | +189.1% |
| All | +181.0% | -69.9% | +250.9% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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