+961.4%
ABBV vs AR
-33.4%
+994.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -1.2% | -14.3% | +13.0% | -0.3% |
| 30D | +8.0% | +1.4% | +6.6% | +7.9% |
| 3M | +20.2% | +3.4% | +16.8% | +19.8% |
| 6M | +44.0% | -2.1% | +46.0% | +43.9% |
| YTD | +31.3% | +4.7% | +26.6% | +30.5% |
| 1Y | +37.0% | +10.6% | +26.4% | +35.6% |
| 3Y | +128.0% | +24.6% | +103.4% | +121.8% |
| 5Y | +196.9% | +71.9% | +125.0% | +177.9% |
| 10Y | +681.2% | +46.4% | +634.9% | +638.6% |
| All | +961.4% | -33.4% | +994.7% | +979.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling