+87.0%
AMZN vs ABBV
+135.2%
-48.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.8% | +1.3% | +1.6% | +2.9% |
| 30D | +5.0% | +4.7% | +0.2% | +5.2% |
| 3M | +0.6% | +18.3% | -17.8% | +1.3% |
| 6M | -1.3% | +43.4% | -44.7% | -0.6% |
| YTD | +15.5% | +33.0% | -17.5% | +16.3% |
| 1Y | +12.2% | +30.8% | -18.6% | +13.1% |
| 3Y | +87.0% | +135.1% | -48.1% | +97.9% |
| All | +87.0% | +135.2% | -48.2% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling