+1,156.2%
ABBV vs ATI
+630.8%
+525.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.7% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | +4.2% | +2.7% | +1.5% | +3.8% |
| 3M | +14.8% | +16.3% | -1.5% | +12.7% |
| 6M | +10.3% | +30.2% | -19.9% | +6.7% |
| YTD | +14.9% | +83.6% | -68.7% | +7.3% |
| 1Y | +24.1% | +173.0% | -148.9% | +11.1% |
| 3Y | +91.9% | +356.6% | -264.7% | +59.3% |
| 5Y | +176.0% | +1,074.2% | -898.1% | +102.1% |
| 10Y | +502.9% | +1,136.2% | -633.3% | +305.9% |
| All | +1,156.2% | +630.8% | +525.4% | +784.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling