+24.2%
ABBV vs DLR
+14.5%
+9.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.8% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | +2.0% | -2.9% | +4.8% | +2.1% |
| 3M | +14.2% | +3.2% | +10.9% | +13.6% |
| 6M | +14.1% | +3.9% | +10.2% | +13.8% |
| YTD | +14.2% | +21.4% | -7.2% | +15.1% |
| 1Y | +24.2% | +9.7% | +14.5% | +24.1% |
| All | +24.2% | +14.5% | +9.7% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling