+602.8%
ABBV vs ATI
+1,002.4%
-399.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +2.2% | +13.0% | -10.8% | +1.0% |
| 30D | +8.0% | +0.2% | +7.8% | +7.8% |
| 3M | +19.1% | -17.5% | +36.6% | +20.9% |
| 6M | +43.5% | +18.1% | +25.4% | +40.3% |
| YTD | +32.7% | +65.7% | -33.0% | +25.0% |
| 1Y | +30.0% | +91.9% | -61.9% | +20.7% |
| 3Y | +134.7% | +335.2% | -200.5% | +95.9% |
| 5Y | +200.6% | +1,004.3% | -803.6% | +121.3% |
| All | +602.8% | +1,002.4% | -399.6% | +399.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling