+135.1%
ABBV vs AVAV
-3.9%
+139.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | +1.3% | +4.2% | -2.9% | +1.3% |
| 30D | +4.7% | -2.6% | +7.3% | +4.7% |
| 3M | +18.3% | -38.0% | +56.3% | +18.0% |
| 6M | +43.4% | -27.0% | +70.4% | +43.3% |
| YTD | +33.0% | -51.4% | +84.4% | +32.5% |
| 1Y | +30.8% | -60.2% | +91.0% | +30.3% |
| 3Y | +135.1% | -6.7% | +141.8% | +130.4% |
| All | +135.1% | -3.9% | +139.0% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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