+1,335.6%
ABBV vs DAL
+745.0%
+590.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | -1.2% | +8.8% | -10.0% | -2.4% |
| 30D | +8.0% | +5.4% | +2.6% | +7.1% |
| 3M | +20.2% | -4.9% | +25.1% | +20.8% |
| 6M | +44.0% | +19.8% | +24.1% | +39.7% |
| YTD | +31.3% | +27.0% | +4.3% | +25.8% |
| 1Y | +37.0% | +52.5% | -15.5% | +27.6% |
| 3Y | +128.0% | +173.8% | -45.9% | +88.3% |
| 5Y | +196.9% | +104.5% | +92.4% | +150.5% |
| 10Y | +681.2% | +129.7% | +551.5% | +507.9% |
| All | +1,335.6% | +745.0% | +590.7% | +959.1% |
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