+1,118.6%
ABBV vs AU
+317.3%
+801.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -3.0% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | +1.1% | +12.8% | -11.7% | +1.0% |
| 3M | +12.3% | +28.5% | -16.1% | +12.1% |
| 6M | +9.8% | +4.8% | +5.0% | +9.7% |
| YTD | +11.5% | +31.0% | -19.5% | +11.2% |
| 1Y | +22.3% | +81.4% | -59.2% | +21.7% |
| 3Y | +85.2% | +618.4% | -533.3% | +83.6% |
| 5Y | +170.8% | +686.3% | -515.5% | +168.8% |
| 10Y | +485.4% | +664.5% | -179.1% | +489.0% |
| All | +1,118.6% | +317.3% | +801.3% | +1,111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling