+174.6%
ARM vs ABBV
+113.9%
+60.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.7% | +4.9% |
| 7D | -15.2% | -1.2% | -14.0% | -15.4% |
| 30D | -40.7% | +8.0% | -48.7% | -39.9% |
| 3M | -39.1% | +20.2% | -59.3% | -37.5% |
| 6M | -26.4% | +44.0% | -70.4% | -25.0% |
| YTD | +59.7% | +31.3% | +28.4% | +64.0% |
| 1Y | +10.3% | +37.0% | -26.6% | +12.9% |
| 3Y | +228.9% | +128.0% | +100.9% | +221.6% |
| All | +174.6% | +113.9% | +60.7% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling