+1,972.7%
AMZN vs ABBV
+1,362.3%
+610.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.8% | +1.3% | +1.6% | +2.6% |
| 30D | +5.0% | +4.7% | +0.2% | +3.8% |
| 3M | +0.6% | +18.3% | -17.8% | -3.3% |
| 6M | -1.3% | +43.4% | -44.7% | -9.8% |
| YTD | +15.5% | +33.0% | -17.5% | +7.1% |
| 1Y | +12.2% | +30.8% | -18.6% | +4.4% |
| 3Y | +87.0% | +135.1% | -48.1% | +45.4% |
| 5Y | +51.3% | +201.2% | -150.0% | +7.7% |
| 10Y | +621.7% | +602.7% | +19.0% | +284.9% |
| All | +1,972.7% | +1,362.3% | +610.4% | +857.8% |
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