+504.9%
ABBV vs AU
+699.0%
-194.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +0.3% | -4.3% | +4.5% | +0.3% |
| 30D | +3.4% | +7.3% | -3.9% | +3.3% |
| 3M | +15.2% | +26.3% | -11.1% | +14.8% |
| 6M | +14.7% | +1.8% | +12.9% | +14.5% |
| YTD | +15.2% | +26.8% | -11.6% | +14.6% |
| 1Y | +20.4% | +66.7% | -46.3% | +19.3% |
| 3Y | +91.3% | +579.1% | -487.7% | +86.9% |
| 5Y | +189.6% | +689.3% | -499.8% | +182.7% |
| All | +504.9% | +699.0% | -194.1% | +518.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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