+378.5%
APP vs ABBV
+185.1%
+193.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.5% |
| 7D | +0.1% | -4.3% | +4.4% | +0.3% |
| 30D | -10.0% | +1.1% | -11.1% | -10.1% |
| 3M | -44.6% | +12.3% | -57.0% | -45.1% |
| 6M | -37.9% | +9.8% | -47.7% | -38.2% |
| YTD | -53.7% | +11.5% | -65.1% | -54.1% |
| 1Y | -43.0% | +22.3% | -65.2% | -44.3% |
| 3Y | +640.8% | +85.2% | +555.6% | +566.0% |
| 5Y | +358.8% | +170.8% | +188.0% | +316.3% |
| All | +378.5% | +185.1% | +193.4% | +319.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling