+504.9%
ABBV vs SPYG
+424.6%
+80.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +0.3% | -0.9% | +1.1% | +0.6% |
| 30D | +3.4% | -1.5% | +4.9% | +4.0% |
| 3M | +15.2% | +3.7% | +11.5% | +12.8% |
| 6M | +14.7% | +16.4% | -1.7% | +6.2% |
| YTD | +15.2% | +13.3% | +1.9% | +7.8% |
| 1Y | +20.4% | +17.9% | +2.5% | +10.3% |
| 3Y | +91.3% | +98.3% | -7.0% | +31.2% |
| 5Y | +189.6% | +86.4% | +103.1% | +100.8% |
| All | +504.9% | +424.6% | +80.3% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling