+500.0%
APP vs ABBV
+235.9%
+264.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.8% | +9.8% |
| 7D | +71.2% | -1.2% | +72.4% | +71.2% |
| 30D | +39.1% | +8.0% | +31.1% | +38.4% |
| 3M | +16.5% | +20.2% | -3.6% | +15.2% |
| 6M | -16.6% | +44.0% | -60.5% | -18.7% |
| YTD | -41.9% | +31.3% | -73.2% | -43.0% |
| 1Y | -37.0% | +37.0% | -74.0% | -38.6% |
| 3Y | +892.4% | +128.0% | +764.5% | +774.2% |
| 5Y | +297.3% | +196.9% | +100.4% | +257.0% |
| All | +500.0% | +235.9% | +264.1% | +420.1% |
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 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