-55.4%
APP vs ABBV
+43.0%
-98.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +11.5% |
| 7D | +4.5% | +3.1% | +1.4% | +5.3% |
| 30D | -3.6% | +11.6% | -15.2% | -0.6% |
| 3M | -35.3% | +21.7% | -56.9% | -31.3% |
| 6M | -42.8% | +43.5% | -86.3% | -35.2% |
| YTD | -59.7% | +32.9% | -92.6% | -55.1% |
| 1Y | -55.4% | +40.7% | -96.0% | -46.4% |
| All | -55.4% | +43.0% | -98.3% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling