+200.6%
ABBV vs ATI
+951.9%
-751.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +2.8% | +1.3% | +1.4% | +2.7% |
| 30D | +7.0% | -4.8% | +11.7% | +7.1% |
| 3M | +19.2% | -19.9% | +39.2% | +20.3% |
| 6M | +47.8% | +15.4% | +32.4% | +45.8% |
| YTD | +32.5% | +59.2% | -26.7% | +28.0% |
| 1Y | +38.4% | +86.3% | -47.9% | +32.5% |
| 3Y | +134.3% | +318.2% | -183.9% | +109.8% |
| 5Y | +200.6% | +958.6% | -758.0% | +157.0% |
| All | +200.6% | +951.9% | -751.3% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling