+1,156.2%
ABBV vs APTV
+60.3%
+1,095.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.0% |
| 7D | +0.4% | +4.8% | -4.4% | -0.4% |
| 30D | +4.2% | +2.0% | +2.2% | +3.7% |
| 3M | +14.8% | -34.2% | +49.1% | +22.5% |
| 6M | +10.3% | -34.7% | +44.9% | +17.1% |
| YTD | +14.9% | -37.0% | +51.9% | +22.3% |
| 1Y | +24.1% | -40.4% | +64.5% | +33.2% |
| 3Y | +91.9% | -54.1% | +146.0% | +111.0% |
| 5Y | +176.0% | -68.0% | +244.1% | +216.3% |
| 10Y | +502.9% | -15.5% | +518.5% | +393.1% |
| All | +1,156.2% | +60.3% | +1,095.8% | +765.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling