+199.8%
ABBV vs AVAV
+18.1%
+181.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.5% | -9.4% | +1.0% |
| 7D | -1.2% | -10.6% | +9.4% | -1.2% |
| 30D | +8.0% | -18.8% | +26.8% | +8.1% |
| 3M | +20.2% | -34.1% | +54.3% | +20.5% |
| 6M | +44.0% | -35.3% | +79.3% | +44.4% |
| YTD | +31.3% | -53.4% | +84.7% | +31.8% |
| 1Y | +37.0% | -65.6% | +102.6% | +38.1% |
| 3Y | +128.0% | -5.1% | +133.0% | +121.6% |
| All | +199.8% | +18.1% | +181.6% | +191.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling