+1,149.0%
ABBV vs AZO
+707.1%
+441.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | +2.0% | -5.3% | +7.3% | +3.4% |
| 3M | +14.2% | -7.3% | +21.5% | +16.2% |
| 6M | +14.1% | -22.7% | +36.7% | +21.7% |
| YTD | +14.2% | -15.0% | +29.3% | +18.5% |
| 1Y | +24.2% | -32.2% | +56.5% | +36.8% |
| 3Y | +89.8% | +10.0% | +79.8% | +80.6% |
| 5Y | +187.2% | +85.8% | +101.3% | +130.5% |
| 10Y | +506.7% | +298.9% | +207.9% | +282.6% |
| All | +1,149.0% | +707.1% | +441.9% | +535.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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