+40.7%
ABBV vs AS
+3.3%
+37.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +3.0% |
| 7D | +3.1% | +13.8% | -10.7% | +3.0% |
| 30D | +11.6% | +16.7% | -5.1% | +11.5% |
| 3M | +21.7% | -11.5% | +33.2% | +21.7% |
| 6M | +43.5% | -5.5% | +49.0% | +43.2% |
| YTD | +32.9% | -14.2% | +47.1% | +31.5% |
| 1Y | +40.7% | +2.1% | +38.6% | +41.5% |
| All | +40.7% | +3.3% | +37.3% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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