+58.5%
AMAT vs ABBV
+39.2%
+19.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.7% | +11.5% |
| 7D | -1.1% | +1.5% | -2.6% | -0.6% |
| 30D | -26.9% | +6.7% | -33.7% | -25.4% |
| 3M | -31.2% | +19.9% | -51.1% | -27.6% |
| 6M | -14.7% | +47.5% | -62.2% | -11.9% |
| YTD | +44.7% | +32.2% | +12.5% | +52.7% |
| All | +58.5% | +39.2% | +19.3% | +67.0% |
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