+405.2%
ABBV vs AVTR
+5.6%
+399.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +4.7% | -1.0% | +5.7% | +4.8% |
| 3M | +18.3% | +12.2% | +6.1% | +16.0% |
| 6M | +43.4% | +97.5% | -54.1% | +27.7% |
| YTD | +33.0% | +35.6% | -2.6% | +25.2% |
| 1Y | +30.8% | +32.8% | -2.0% | +23.4% |
| 3Y | +135.1% | -16.5% | +151.6% | +133.2% |
| 5Y | +201.2% | -59.1% | +260.4% | +235.5% |
| All | +405.2% | +5.6% | +399.6% | +337.9% |
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