+91.0%
ABBV vs AR
+46.7%
+44.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | +4.2% | +14.8% | -10.6% | +3.6% |
| 3M | +14.8% | +6.2% | +8.6% | +14.4% |
| 6M | +10.3% | +4.3% | +6.0% | +9.8% |
| YTD | +14.9% | +14.4% | +0.5% | +13.9% |
| 1Y | +24.1% | +21.3% | +2.8% | +22.8% |
| All | +91.0% | +46.7% | +44.3% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling