+264.6%
AMD vs ABBV
+201.3%
+63.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -8.7% |
| 7D | +18.9% | +1.3% | +17.7% | +19.0% |
| 30D | -6.4% | +4.7% | -11.2% | -6.3% |
| 3M | +10.6% | +18.3% | -7.8% | +11.2% |
| 6M | +19.9% | +43.4% | -23.5% | +19.1% |
| YTD | +149.4% | +33.0% | +116.4% | +149.4% |
| 1Y | +115.4% | +30.8% | +84.6% | +115.5% |
| 3Y | +357.3% | +135.1% | +222.2% | +333.5% |
| All | +264.6% | +201.3% | +63.3% | +264.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling