+590.1%
ABBV vs AR
+52.4%
+537.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.7% |
| 7D | +2.8% | -5.8% | +8.5% | +3.0% |
| 30D | +7.0% | +4.8% | +2.1% | +6.7% |
| 3M | +19.2% | +1.5% | +17.7% | +19.1% |
| 6M | +47.8% | +4.7% | +43.1% | +47.2% |
| YTD | +32.5% | +9.2% | +23.3% | +31.5% |
| 1Y | +38.4% | +11.2% | +27.2% | +37.2% |
| 3Y | +134.3% | +46.2% | +88.1% | +127.3% |
| 5Y | +200.6% | +98.1% | +102.6% | +183.1% |
| 10Y | +590.1% | +54.5% | +535.6% | +543.8% |
| All | +590.1% | +52.4% | +537.7% | +543.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling