+604.1%
ABBV vs AR
+57.4%
+546.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | +7.4% | -6.1% | +0.9% |
| 30D | +4.7% | +5.8% | -1.0% | +4.4% |
| 3M | +18.3% | +5.2% | +13.1% | +18.0% |
| 6M | +43.4% | +5.4% | +37.9% | +42.8% |
| YTD | +33.0% | +12.4% | +20.6% | +31.8% |
| 1Y | +30.8% | +12.8% | +18.0% | +29.6% |
| 3Y | +135.1% | +47.2% | +87.9% | +128.1% |
| 5Y | +201.2% | +101.1% | +100.1% | +183.5% |
| All | +604.1% | +57.4% | +546.8% | +573.2% |
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