+85.2%
ABBV vs ATI
+361.7%
-276.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.9% |
| 7D | -4.3% | +3.2% | -7.5% | -4.4% |
| 30D | +1.1% | -9.0% | +10.1% | +1.4% |
| 3M | +12.3% | +15.1% | -2.8% | +11.5% |
| 6M | +9.8% | +38.1% | -28.3% | +7.8% |
| YTD | +11.5% | +80.7% | -69.2% | +8.1% |
| 1Y | +22.3% | +167.5% | -145.2% | +16.5% |
| 3Y | +85.2% | +366.0% | -280.8% | +71.3% |
| All | +85.2% | +361.7% | -276.6% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling