+1,353.7%
ABBV vs DAL
+784.9%
+568.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | +0.1% | +2.3% | -2.3% | -0.3% |
| 30D | +5.6% | +14.3% | -8.7% | +3.5% |
| 3M | +18.7% | +1.3% | +17.4% | +18.2% |
| 6M | +47.4% | +29.3% | +18.1% | +41.5% |
| YTD | +33.0% | +33.0% | 0.0% | +26.5% |
| 1Y | +34.9% | +59.8% | -24.9% | +24.9% |
| 3Y | +135.2% | +177.2% | -42.0% | +94.1% |
| 5Y | +202.1% | +118.4% | +83.7% | +152.3% |
| 10Y | +602.6% | +121.4% | +481.2% | +453.3% |
| All | +1,353.7% | +784.9% | +568.8% | +965.5% |
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