+404.2%
ABBV vs AVTR
+6.1%
+398.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +2.2% | +3.2% | -1.0% | +1.6% |
| 30D | +8.0% | +0.5% | +7.5% | +7.8% |
| 3M | +19.1% | +12.1% | +7.0% | +16.8% |
| 6M | +43.5% | +91.2% | -47.6% | +28.5% |
| YTD | +32.7% | +36.3% | -3.6% | +24.8% |
| 1Y | +30.0% | +35.2% | -5.2% | +22.3% |
| 3Y | +134.7% | -15.8% | +150.6% | +132.6% |
| 5Y | +200.6% | -58.9% | +259.6% | +234.6% |
| All | +404.2% | +6.1% | +398.1% | +336.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling