+30.0%
ABBV vs FITB
+29.2%
+0.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +2.2% | +0.8% | +1.3% | +2.0% |
| 30D | +8.0% | +7.3% | +0.7% | +7.0% |
| 3M | +19.1% | -6.3% | +25.4% | +20.1% |
| 6M | +43.5% | +12.6% | +31.0% | +41.6% |
| YTD | +32.7% | +18.0% | +14.7% | +26.0% |
| 1Y | +30.0% | +28.9% | +1.1% | +19.3% |
| All | +30.0% | +29.2% | +0.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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