+1,354.0%
ABBV vs MAR
+1,171.6%
+182.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.3% | +1.6% | -0.3% | +0.9% |
| 30D | +4.7% | +13.8% | -9.1% | +1.8% |
| 3M | +18.3% | +20.3% | -1.9% | +13.7% |
| 6M | +43.4% | +21.3% | +22.1% | +37.1% |
| YTD | +33.0% | +37.2% | -4.2% | +23.3% |
| 1Y | +30.8% | +48.4% | -17.6% | +19.2% |
| 3Y | +135.1% | +120.1% | +15.0% | +93.2% |
| 5Y | +201.2% | +182.1% | +19.2% | +127.0% |
| 10Y | +602.7% | +530.2% | +72.5% | +271.9% |
| All | +1,354.0% | +1,171.6% | +182.4% | +448.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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