+462.0%
ABBV vs TRU
+228.6%
+233.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.5% |
| 7D | -4.3% | -7.2% | +2.9% | -3.0% |
| 30D | +1.1% | -2.8% | +3.9% | +1.6% |
| 3M | +12.3% | +13.0% | -0.7% | +9.5% |
| 6M | +9.8% | +0.7% | +9.1% | +9.0% |
| YTD | +11.5% | -9.0% | +20.5% | +12.1% |
| 1Y | +22.3% | -16.3% | +38.6% | +24.6% |
| 3Y | +85.2% | -1.1% | +86.2% | +76.8% |
| 5Y | +170.8% | -36.0% | +206.8% | +186.4% |
| 10Y | +485.4% | +139.9% | +345.5% | +301.8% |
| All | +462.0% | +228.6% | +233.5% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling