+490.3%
ABBV vs ATI
+1,203.1%
-712.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -4.1% | +2.4% | -6.5% | -4.4% |
| 30D | +1.2% | -9.5% | +10.7% | +2.1% |
| 3M | +12.1% | +10.4% | +1.7% | +10.7% |
| 6M | +12.0% | +31.8% | -19.8% | +8.4% |
| YTD | +12.4% | +80.0% | -67.6% | +5.3% |
| 1Y | +22.9% | +175.8% | -152.9% | +10.2% |
| 3Y | +86.8% | +364.2% | -277.5% | +55.1% |
| 5Y | +181.0% | +1,076.9% | -895.8% | +105.7% |
| All | +490.3% | +1,203.1% | -712.8% | +305.0% |
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