+3,282.6%
AMAT vs ABBV
+1,343.9%
+1,938.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.2% | +3.8% |
| 7D | -14.7% | -1.2% | -13.5% | -14.3% |
| 30D | -36.1% | +8.0% | -44.1% | -37.8% |
| 3M | -36.9% | +20.2% | -57.0% | -41.1% |
| 6M | -22.2% | +44.0% | -66.2% | -33.0% |
| YTD | +29.9% | +31.3% | -1.4% | +15.3% |
| 1Y | +43.3% | +37.0% | +6.3% | +24.9% |
| 3Y | +142.7% | +128.0% | +14.7% | +67.2% |
| 5Y | +126.2% | +196.9% | -70.7% | +36.5% |
| 10Y | +1,211.7% | +681.2% | +530.5% | +448.8% |
| All | +3,282.6% | +1,343.9% | +1,938.8% | +1,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling