+40.7%
ABBV vs AR
+14.7%
+25.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.3% | +9.3% | +3.3% |
| 7D | +3.1% | -11.1% | +14.2% | +3.6% |
| 30D | +11.6% | +7.9% | +3.7% | +11.0% |
| 3M | +21.7% | +4.9% | +16.8% | +21.2% |
| 6M | +43.5% | -5.3% | +48.8% | +43.1% |
| YTD | +32.9% | +8.6% | +24.3% | +29.4% |
| 1Y | +40.7% | +13.7% | +27.0% | +36.6% |
| All | +40.7% | +14.7% | +25.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling