+1,897.4%
AMZN vs ABBV
+1,125.5%
+771.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.1% |
| 7D | +0.8% | -4.3% | +5.1% | +1.8% |
| 30D | -6.4% | +1.1% | -7.5% | -6.7% |
| 3M | +4.8% | +12.3% | -7.5% | +1.4% |
| 6M | +20.5% | +9.8% | +10.7% | +17.1% |
| YTD | +11.3% | +11.5% | -0.1% | +7.5% |
| 1Y | +9.0% | +22.3% | -13.3% | +2.2% |
| 3Y | +85.9% | +85.2% | +0.7% | +53.0% |
| 5Y | +45.8% | +170.8% | -125.1% | +5.7% |
| 10Y | +555.5% | +485.4% | +70.0% | +264.2% |
| All | +1,897.4% | +1,125.5% | +771.8% | +861.2% |
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