+88.2%
ABBV vs AS
+133.7%
-45.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -2.1% |
| 7D | -0.9% | +7.1% | -8.0% | -1.1% |
| 30D | +8.7% | +12.8% | -4.1% | +8.2% |
| 3M | +17.8% | -14.7% | +32.5% | +18.5% |
| 6M | +41.7% | -9.9% | +51.7% | +42.1% |
| YTD | +29.9% | -16.1% | +46.1% | +30.4% |
| 1Y | +37.0% | +0.2% | +36.8% | +36.2% |
| All | +88.2% | +133.7% | -45.5% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling