+391.7%
APP vs ABBV
+193.9%
+197.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | -23.3% | +4.2% | -27.4% | -23.4% |
| 3M | -42.6% | +14.8% | -57.5% | -43.2% |
| 6M | -33.6% | +10.3% | -43.9% | -34.0% |
| YTD | -52.4% | +14.9% | -67.3% | -52.9% |
| 1Y | -35.9% | +24.1% | -60.0% | -37.3% |
| 3Y | +642.2% | +91.9% | +550.3% | +565.3% |
| 5Y | +311.1% | +176.0% | +135.0% | +272.2% |
| All | +391.7% | +193.9% | +197.7% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling