+6,351.7%
AMD vs ABBV
+670.6%
+5,681.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.1% | +10.0% | +10.7% |
| 7D | -11.0% | -1.2% | -9.8% | -10.6% |
| 30D | -30.5% | +8.0% | -38.5% | -32.0% |
| 3M | -8.2% | +20.2% | -28.4% | -13.3% |
| 6M | +6.6% | +44.0% | -37.4% | -6.2% |
| YTD | +109.7% | +31.3% | +78.4% | +89.9% |
| 1Y | +88.9% | +37.0% | +51.9% | +68.4% |
| 3Y | +301.8% | +128.0% | +173.9% | +183.5% |
| 5Y | +229.4% | +196.9% | +32.4% | +98.1% |
| All | +6,351.7% | +670.6% | +5,681.1% | +2,801.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling