+19.3%
ARM vs ABBV
+43.0%
-23.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.1% | -8.4% | -3.3% |
| 7D | -18.7% | +3.1% | -21.8% | -16.9% |
| 30D | -36.7% | +11.6% | -48.3% | -32.0% |
| 3M | -31.6% | +21.7% | -53.3% | -23.0% |
| 6M | -5.6% | +43.5% | -49.2% | +8.9% |
| YTD | +75.5% | +32.9% | +42.6% | +103.0% |
| 1Y | +19.3% | +40.7% | -21.3% | +39.6% |
| All | +19.3% | +43.0% | -23.7% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling