+24.2%
ABBV vs ATI
+163.6%
-139.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.7% |
| 7D | -2.0% | -2.7% | +0.7% | -2.0% |
| 30D | +2.0% | -13.5% | +15.5% | +2.2% |
| 3M | +14.2% | +8.5% | +5.6% | +13.3% |
| 6M | +14.1% | +25.2% | -11.1% | +11.2% |
| YTD | +14.2% | +73.4% | -59.2% | +8.6% |
| 1Y | +24.2% | +160.5% | -136.3% | +15.5% |
| All | +24.2% | +163.6% | -139.4% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling