-16.6%
APP vs ABBV
+43.2%
-59.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.8% | +10.1% |
| 7D | +71.2% | -1.2% | +72.4% | +70.4% |
| 30D | +39.1% | +8.0% | +31.1% | +39.3% |
| 3M | +16.5% | +20.2% | -3.6% | +18.0% |
| 6M | -16.6% | +44.0% | -60.5% | -12.7% |
| All | -16.6% | +43.2% | -59.8% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling