+86.7%
ABBV vs MAGS
+126.5%
-39.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -4.1% | +0.8% | -4.9% | -4.1% |
| 30D | +1.2% | +0.4% | +0.8% | +1.2% |
| 3M | +12.1% | +5.6% | +6.5% | +12.2% |
| 6M | +12.0% | +12.3% | -0.3% | +11.8% |
| YTD | +12.4% | +5.1% | +7.3% | +12.3% |
| 1Y | +22.9% | +14.0% | +9.0% | +22.4% |
| All | +86.7% | +126.5% | -39.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling