+528.8%
APP vs ABBV
+238.2%
+290.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.8% |
| 7D | +79.2% | +1.5% | +77.6% | +78.9% |
| 30D | +48.0% | +6.7% | +41.3% | +47.4% |
| 3M | +18.2% | +19.9% | -1.7% | +16.9% |
| 6M | -12.5% | +47.5% | -60.0% | -14.8% |
| YTD | -39.2% | +32.2% | -71.4% | -40.3% |
| 1Y | -33.9% | +37.8% | -71.7% | -35.6% |
| 3Y | +933.3% | +134.8% | +798.5% | +805.1% |
| 5Y | +295.9% | +203.0% | +92.9% | +255.9% |
| All | +528.8% | +238.2% | +290.6% | +444.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling