+182.2%
AMAT vs ABBV
+25.3%
+156.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.4% |
| 30D | -14.8% | +4.2% | -19.0% | -14.3% |
| 3M | -9.3% | +14.8% | -24.1% | -9.7% |
| 6M | +27.4% | +10.3% | +17.1% | +27.7% |
| YTD | +77.6% | +14.9% | +62.7% | +77.9% |
| All | +182.2% | +25.3% | +156.8% | +173.7% |
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