+553.0%
AMZN vs ABBV
+510.4%
+42.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | -7.5% | +2.0% | -9.4% | -7.9% |
| 3M | +5.8% | +14.2% | -8.3% | +2.4% |
| 6M | +17.5% | +14.1% | +3.5% | +13.6% |
| YTD | +9.1% | +14.2% | -5.1% | +5.2% |
| 1Y | +9.4% | +24.2% | -14.9% | +2.8% |
| 3Y | +82.2% | +89.8% | -7.6% | +50.4% |
| 5Y | +45.2% | +187.2% | -142.0% | +4.0% |
| All | +553.0% | +510.4% | +42.6% | +284.6% |
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