+336.5%
ABBV vs AVTR
+1.7%
+334.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +0.4% | +2.7% | -2.3% | -0.1% |
| 30D | +4.2% | +12.1% | -7.9% | +2.3% |
| 3M | +14.8% | +57.2% | -42.4% | +6.3% |
| 6M | +10.3% | +73.1% | -62.8% | +0.2% |
| YTD | +14.9% | +30.6% | -15.7% | +8.9% |
| 1Y | +24.1% | +13.5% | +10.6% | +19.2% |
| 3Y | +91.9% | -31.0% | +123.0% | +96.9% |
| 5Y | +176.0% | -63.2% | +239.3% | +213.6% |
| All | +336.5% | +1.7% | +334.8% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling