+1,156.2%
ABBV vs DAL
+674.7%
+481.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +4.2% | -13.9% | +18.1% | +6.3% |
| 3M | +14.8% | +1.1% | +13.7% | +14.4% |
| 6M | +10.3% | +26.2% | -16.0% | +6.2% |
| YTD | +14.9% | +16.4% | -1.5% | +11.5% |
| 1Y | +24.1% | +33.9% | -9.7% | +17.7% |
| 3Y | +91.9% | +93.4% | -1.4% | +67.3% |
| 5Y | +176.0% | +106.4% | +69.7% | +131.3% |
| 10Y | +502.9% | +143.0% | +360.0% | +360.0% |
| All | +1,156.2% | +674.7% | +481.5% | +839.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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