+187.4%
ABBV vs AU
+686.2%
-498.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +0.3% | -4.3% | +4.5% | +0.4% |
| 30D | +3.4% | +7.3% | -3.9% | +3.1% |
| 3M | +15.2% | +26.3% | -11.1% | +14.2% |
| 6M | +14.7% | +1.8% | +12.9% | +14.3% |
| YTD | +15.2% | +26.8% | -11.6% | +13.7% |
| 1Y | +20.4% | +66.7% | -46.3% | +17.5% |
| 3Y | +91.3% | +579.1% | -487.7% | +77.1% |
| All | +187.4% | +686.2% | -498.8% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling