+89.8%
ABBV vs SPYG
+96.8%
-7.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.7% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | +2.0% | -1.9% | +3.9% | +2.1% |
| 3M | +14.2% | +5.2% | +9.0% | +13.4% |
| 6M | +14.1% | +15.6% | -1.5% | +11.5% |
| YTD | +14.2% | +12.4% | +1.8% | +12.1% |
| 1Y | +24.2% | +17.5% | +6.8% | +20.9% |
| All | +89.8% | +96.8% | -7.0% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling