+61.4%
AMAT vs ABBV
+43.0%
+18.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -2.3% |
| 7D | -11.2% | +3.1% | -14.3% | -10.3% |
| 30D | -31.9% | +11.6% | -43.5% | -29.5% |
| 3M | -32.3% | +21.7% | -54.0% | -28.4% |
| 6M | -5.4% | +43.5% | -48.9% | -1.4% |
| YTD | +44.3% | +32.9% | +11.4% | +52.8% |
| 1Y | +61.4% | +40.7% | +20.7% | +71.8% |
| All | +61.4% | +43.0% | +18.4% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling