+86.1%
ARM vs ABBV
+24.6%
+61.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.4% | +3.3% |
| 7D | +5.5% | +0.4% | +5.1% | +5.6% |
| 30D | -8.2% | +4.2% | -12.4% | -6.6% |
| 3M | -35.9% | +14.8% | -50.8% | -33.2% |
| 6M | +103.1% | +10.3% | +92.9% | +113.3% |
| YTD | +130.6% | +14.9% | +115.7% | +140.3% |
| 1Y | +86.1% | +24.1% | +61.9% | +89.4% |
| All | +86.1% | +24.6% | +61.5% | +89.4% |
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