+604.4%
ABBV vs SPMO
+575.0%
+29.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -4.1% | +2.7% | -6.8% | -5.2% |
| 30D | +1.2% | +1.1% | +0.1% | +0.6% |
| 3M | +12.1% | +2.0% | +10.1% | +9.8% |
| 6M | +12.0% | +26.5% | -14.5% | -1.2% |
| YTD | +12.4% | +26.5% | -14.1% | -1.0% |
| 1Y | +22.9% | +27.9% | -5.0% | +7.4% |
| 3Y | +86.8% | +160.4% | -73.6% | +10.1% |
| 5Y | +181.0% | +151.5% | +29.5% | +66.7% |
| 10Y | +497.0% | +526.3% | -29.4% | +145.5% |
| All | +604.4% | +575.0% | +29.4% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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