+74.5%
ABBV vs MAGS
+186.6%
-112.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -4.3% | +1.2% | -5.5% | -4.3% |
| 30D | +1.1% | -0.1% | +1.2% | +1.1% |
| 3M | +12.3% | +3.8% | +8.5% | +12.6% |
| 6M | +9.8% | +13.2% | -3.5% | +9.9% |
| YTD | +11.5% | +4.7% | +6.7% | +11.5% |
| 1Y | +22.3% | +14.4% | +7.9% | +22.3% |
| 3Y | +85.2% | +128.6% | -43.4% | +91.9% |
| All | +74.5% | +186.6% | -112.2% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling