+1,118.6%
ABBV vs SPYG
+751.6%
+366.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -4.3% | +1.2% | -5.5% | -4.9% |
| 30D | +1.1% | -1.6% | +2.7% | +1.9% |
| 3M | +12.3% | +3.4% | +9.0% | +9.7% |
| 6M | +9.8% | +18.9% | -9.1% | -1.0% |
| YTD | +11.5% | +13.8% | -2.3% | +2.8% |
| 1Y | +22.3% | +20.6% | +1.7% | +8.7% |
| 3Y | +85.2% | +100.5% | -15.3% | +17.7% |
| 5Y | +170.8% | +84.6% | +86.2% | +76.2% |
| 10Y | +485.4% | +410.8% | +74.6% | +40.1% |
| All | +1,118.6% | +751.6% | +366.9% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling