+497.0%
ABBV vs DAR
+364.6%
+132.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -4.1% | -0.2% | -4.0% | -4.1% |
| 30D | +1.2% | +7.4% | -6.3% | +0.2% |
| 3M | +12.1% | +15.7% | -3.6% | +9.7% |
| 6M | +12.0% | +30.0% | -18.0% | +7.7% |
| YTD | +12.4% | +87.5% | -75.1% | +2.8% |
| 1Y | +22.9% | +113.4% | -90.4% | +10.0% |
| 3Y | +86.8% | +15.3% | +71.4% | +79.0% |
| 5Y | +181.0% | -4.3% | +185.3% | +169.2% |
| 10Y | +497.0% | +380.2% | +116.8% | +269.9% |
| All | +497.0% | +364.6% | +132.3% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling