+89.8%
ABBV vs AU
+574.0%
-484.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.8% |
| 7D | -2.0% | -7.0% | +5.0% | -1.8% |
| 30D | +2.0% | +7.3% | -5.3% | +1.7% |
| 3M | +14.2% | +33.2% | -19.0% | +13.0% |
| 6M | +14.1% | -0.6% | +14.7% | +13.9% |
| YTD | +14.2% | +26.2% | -11.9% | +12.7% |
| 1Y | +24.2% | +68.3% | -44.0% | +21.0% |
| All | +89.8% | +574.0% | -484.2% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling