+3,773.0%
AMAT vs ABBV
+1,359.4%
+2,413.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +19.3% | +2.2% | +17.2% | +18.5% |
| 30D | -17.9% | +8.0% | -25.9% | -20.2% |
| 3M | -30.4% | +19.1% | -49.5% | -34.9% |
| 6M | -11.4% | +43.5% | -55.0% | -23.5% |
| YTD | +48.8% | +32.7% | +16.0% | +31.6% |
| 1Y | +66.0% | +30.0% | +36.0% | +48.0% |
| 3Y | +158.8% | +134.7% | +24.1% | +76.3% |
| 5Y | +153.2% | +200.7% | -47.5% | +52.2% |
| 10Y | +1,370.6% | +601.3% | +769.3% | +537.0% |
| All | +3,773.0% | +1,359.4% | +2,413.6% | +1,280.5% |
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