+887.9%
APP vs ABBV
+135.2%
+752.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +4.6% | +1.3% | +3.3% | +4.7% |
| 30D | +56.0% | +4.7% | +51.3% | +56.5% |
| 3M | +30.8% | +18.3% | +12.5% | +32.2% |
| 6M | -9.8% | +43.4% | -53.2% | -7.9% |
| YTD | -39.3% | +33.0% | -72.3% | -38.0% |
| 1Y | -26.4% | +30.8% | -57.3% | -24.8% |
| 3Y | +887.9% | +135.1% | +752.8% | +1,113.3% |
| All | +887.9% | +135.2% | +752.7% | +1,113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling