+1,156.2%
ABBV vs AVAV
+549.8%
+606.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | +4.2% | -13.9% | +18.1% | +5.1% |
| 3M | +14.8% | -29.2% | +44.1% | +16.9% |
| 6M | +10.3% | -36.1% | +46.4% | +12.7% |
| YTD | +14.9% | -40.2% | +55.1% | +16.9% |
| 1Y | +24.1% | -36.2% | +60.3% | +24.9% |
| 3Y | +91.9% | +47.5% | +44.4% | +72.7% |
| 5Y | +176.0% | +39.3% | +136.8% | +143.6% |
| 10Y | +502.9% | +482.6% | +20.4% | +309.8% |
| All | +1,156.2% | +549.8% | +606.4% | +731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling