+135.1%
ABBV vs CASY
+161.8%
-26.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +1.3% | +3.6% | -2.3% | +1.0% |
| 30D | +4.7% | +9.1% | -4.3% | +4.1% |
| 3M | +18.3% | -16.5% | +34.9% | +19.6% |
| 6M | +43.4% | -19.7% | +63.1% | +45.4% |
| YTD | +33.0% | +29.3% | +3.7% | +29.5% |
| 1Y | +30.8% | +33.1% | -2.3% | +27.0% |
| 3Y | +135.1% | +158.5% | -23.4% | +121.0% |
| All | +135.1% | +161.8% | -26.7% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling