+1,354.0%
ABBV vs SPYM
+556.6%
+797.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +1.3% | +2.6% | -1.3% | -0.3% |
| 30D | +4.7% | -2.0% | +6.7% | +5.9% |
| 3M | +18.3% | -2.8% | +21.1% | +20.2% |
| 6M | +43.4% | +2.2% | +41.2% | +40.5% |
| YTD | +33.0% | +11.5% | +21.4% | +22.7% |
| 1Y | +30.8% | +13.5% | +17.3% | +19.3% |
| 3Y | +135.1% | +78.0% | +57.1% | +55.0% |
| 5Y | +201.2% | +73.1% | +128.1% | +98.5% |
| 10Y | +602.7% | +310.9% | +291.8% | +115.4% |
| All | +1,354.0% | +556.6% | +797.4% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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