+37.0%
ABBV vs AS
+0.9%
+36.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -1.2% | +6.9% | -8.1% | -1.3% |
| 30D | +8.0% | +16.0% | -8.0% | +7.9% |
| 3M | +20.2% | -12.8% | +33.0% | +20.3% |
| 6M | +44.0% | -15.4% | +59.4% | +44.3% |
| YTD | +31.3% | -15.7% | +47.1% | +30.0% |
| 1Y | +37.0% | +6.1% | +30.9% | +36.7% |
| All | +37.0% | +0.9% | +36.1% | +36.7% |
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