+504.9%
ABBV vs TRU
+147.2%
+357.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | +3.4% | -2.0% | +5.4% | +3.7% |
| 3M | +15.2% | +18.4% | -3.2% | +11.7% |
| 6M | +14.7% | +8.9% | +5.8% | +12.4% |
| YTD | +15.2% | -8.9% | +24.1% | +15.8% |
| 1Y | +20.4% | -15.9% | +36.2% | +22.5% |
| 3Y | +91.3% | -1.1% | +92.4% | +83.7% |
| 5Y | +189.6% | -35.2% | +224.8% | +206.7% |
| All | +504.9% | +147.2% | +357.7% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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